David Alan Grier is a Yale-educated thespian and Tony Award nominee, but dramatic training can’t make you funny if you’re not funny to begin with. As he demonstrated on In Living Color, Grier is more than just an actor playing the role of a comedian. This week, though, the “Men on…” man steps onto the stand-up stage, where his training will add dimension to the usual transparent desperation of the “please love me” comic. Speaking of desperate, Grier has also worked with Pauly Shore, which is not entirely forgivable, but we’ll pardon him this once, in the hope that old Calhoun Tubbs will write a song about it. At 8:30 & 10:30 p.m. tonight and tomorrow, and at 8:30 p.m. Sunday at the Improv, 1140 Connecticut Ave. NW. (202) 296-7008. $20. (Dave Nuttycombe)