Kevin Brennan grew up in Chicago and Philadelphia in an Irish-Catholic family with ten kids, but since 1987 he's been a New Yorker. And it shows--his lazy swagger and "Yeah, I get it" insolence echo New Yorkers like Dave Attell, who tops Brennan's funniest-comedians list. "All right, all right, I got some jokes," his set sometimes begins. And a typical joke? "You shouldn't fake orgasms, ladies, 'cuz we don't care if you have them." Brennan wrote for "Weekend Update" on SNL in 1999 and 2000 and has a pilot in the can for NBC, but his focus is stand-up, where his sharp irreverence extends to the "three killers": organized religion, big business, and family. "My girlfriend's like, 'Let's get married and have a family,'" he says. "I'm like, 'I'm from a family. I ain't gonna fall for that again.'" a Through 12/30: Thu 7:30 PM, Fri 8 and 10:15 PM, Sat 7 and 9:15 PM, $17, also Sun 12/31, 7:30 PM, in the "New Year's Show Spectacular," $100 (includes open bar, dinner, and champagne toast).