Dominate on Youtube.
If you want to build a substantial permission asset, you’re not going to be able to do that very well with an e-newsletter or a blog. You need to focus more on proving the service you’ll provide: great jokes.
So spend one night each week filming the comedians, and edit that footage into several 1-2 minutes clips. Then, start a Youtube channel for your club and post those clips (with each comedian’s permission, of course).
There are a lot of diehard standup fans out there (I’m one of them). If you show us the kind of talent you have in your club, we’ll be more likely to come when you post a great clip with a description that says, “This guy is headlining this weekend. Buy your tickets now!”
Update – March, 2017: The Laugh Factory did this well, and now has 400,000 Youtube subscribers.