We shouldn't expect a perfectly formed show with a narrative arc and a final gag that is a series of clever callbacks and which neatly encapsulates all that has gone before, Stewart Lee tells us at the beginning of this show. Much A-Stew About Nothing is a sort of work in progress, as the comic tries out material for the BBC television series that he starts recording at Christmas and which will be on our screens in the spring. As such it's a more loosely formed enterprise than previous live shows and includes a lot of material that may not make the final cut.

Sarah Millican’s career blossomed on the back of a divorce. Her husband upped sticks after seven years of marriage when she was 29. The rage and sorrow catapulted an innately funny office worker into a second career. For her new show, entitled Home Bird, the story has moved on and her subject is buying a home and installing her boyfriend. Only he’s not happy with the arrangements in the garden. The shed, he complains, is not suitable for self-abuse. That, Millican explains, is because it’s a greenhouse.

Most years at the Fringe, there's considerable division over the winner of the Edinburgh Comedy Award, but not in 2013 when Bridget Christie won for A Bic For Her, a show that expertly fillets everyday sexism and misogyny. Even those who remarked that they never knew feminism could be funny - idiots all, of course - acknowledged the show is an hour of superbly crafted comedy.

When Andrew Maxwell premiered Banana Kingdom at the Edinburgh Fringe earlier this year, its title made a lot more sense. The show was a coruscating examination of what Scotland might be if the independence vote next September goes Alex Salmond's way; a tiny nation trying to go it alone at a time when the rest of Europe wants to be an even bigger - and of course happier - family.

At one point during the show Bill Bailey makes an aside about the last words of biologist JBS Haldane which were, according to the comedian, a comment about God having an “inordinate fondness for beetles". He then goes into a routine about deathbed quotations and the likelihood of coming out with a corker then having a snooze and muttering a mundanity just before you croak.

Russell Brand, as I've written before, divides the room. Well, not the beautifully refurbished 3,000-seat Hammersmith Odeon in London, where his faithful gathered for the past two nights on his mammoth international tour, but more generally. There are those who find his – and I use the word deliberately – cocksureness irritating, or his loquacity a ridiculous affectation.

Ardal O'Hanlon is best known as Father Dougal in the much missed Father Ted (created by Arthur Mathews and Graham Linehan), but he started life as a stand-up and he clearly brought many of his own qualities – although not the dimwittedness – to the lovable Irish priest, as an hour of his latest show proves. He riffs on matters ranging from Catholic guilt and racial stereotyping to monogamy and paedophilia without once offending anyone.

It's a testament to how good an idea Who Do You Think You Are? is that well into its tenth series (and several others worldwide) it still provides great entertainment – and not a little emotion. Its secret, I suspect, lies in the fact that every family has its stories and dramas and last night's subject, comic Sarah Millican, uncovered some interesting tales buried several generations back, long lost from current family folklore.

Newcomer Ronny Chieng doesn't waste any time trying to get the audience on his side. He outlines his interesting ethnic background – born in Malaysia to Chinese parents, several years spent in the United States and Singapore, and he did a law degree in Australia - but that mix is distilled into his Chinese ethnicity and its innate superiority to anything Western.

He says he's tried reclaiming the word 'chink', in the style of black rappers and the n-word

Australian stand-up Matt Okine made his UK debut at the Edinburgh Fringe last month and earned himself a best newcomer nomination in the Edinburgh Comedy Awards, to add to his best newcomer award at 2012's Melbourne Comedy Festival (jointly won with Ronny Chieng). He's certainly an assured performer, even if his observational humour relies too heavily on the everyday in Being Black & Chicken & S#%t.