I asked for a glass of Chardonnay. And in a 9/11-like twist, they didn't have any. They offered me Pinot.

I only wear heels when it's 100-percent required, and even sometimes not then. I have to talk myself into a bra. I've done an hour of standup where I've been like, "I don't have to wear a bra tonight." If you're going to be on camera, you have to get it together, but other than that, I am pretty lazy as a woman.

The girls that I grew up with, and my friends and I, we just never had interests in common. I loved comedy. I loved Saturday Night Live, Gilda Radner, Lucille Ball, and Goldie Hawn movies. I just wanted to laugh. I liked women in comedy, and I liked male comics as I got a little older. My interests just never matched up with other girls'.

It's a weird age. They're like, 'Amy, I'm pregnant.' And I still don't know whether to be like, 'Congratulations,' or 'Do you need a ride?

The truth is, whoever I've dated, if I've ever wanted to talk about them on stage, I've asked them first, and I've gotten their permission to tell a story or talk about them before I do it.

I don't feel any sense of competition at all, and that might be my naïveté, but I don't feel pitted against anyone at all.

It was the best night of my life, getting to dance on stage with Madonna!