Stefon, the Saturday Night Live character created by Bill Hader and writer John Mulaney, is always a hoot to watch. That's in part because Hader rarely gets through one of the Weekend Update appearances, in which he purportedly talks about the best places to go, none of them particularly family-friendly, without cracking up. That, as it turns out, is because Mulaney changes the cue cards at the last moment, so that Hader is invariably reading some of the punch lines for the first time.
Another reason is surely the club names, including edgier ones like "... Kevin?"