To clarify, the four stars is for the Comedy Quarry at the Rockhead, not the Rockhead Pub itself (which I would rate lower).
The TL,DR version: if you want something different, this fits the bill. Appeases the drinking type, appeals to a wide variety of humour and is very affordable so it's worth the risk on unknown comedians.
Now the long version:
The comedy clubs hosts a wide variety of entertainers at very reasonable prices. To be honest, sometimes the names that weren't even on the ticket ended up being the funniest stand ups of the night. If you are in Windsor looking for something different, this is the place to check out.
Being there early is the key. The tickets can be bought online or at door and I would suggest buying online. Tickets (as of early February 2017) do not indicate seats so if you don't get there early you will end up near the back. It's not the end of the world, as the venue is small enough that you can see and hear fine. But, despite being told to avoid going to the bathroom, nature calls so those in the back will have to suffer the occasional block in view or a kick to the shin (sorry, it's usually me) for those who cannot hold it.
You can get drinks during the show by the very helpful waitstaff that meander through the crowd. It's not the quickest, as they will take a certain amount of orders, head back to the bar, then pour, then return with the drinks and then have to deal with the money and the change and then start taking orders again. But hell, I'll take it!
You can't eat downstairs while watching the show (what kind of barbarian wants to do that anyways?) but you can be sated before and after the show at the Rockhead Pub or any of the nearby restaurants down Ottawa St.