I've noticed that they have loyal groupies who eat out of their hands. When your audience knows your material better than you do and they are still willing to come out to hear your delivery, then you know you have a pretty sweet gig.
I'm afraid if I was on stage and spotted someone in the audience who I saw at an earlier show, I'd be stressed out about telling the same jokes and would have to come up with all new material before they heckled me.
I always get a kick out of the audience members that camera men focus on and show during Comedy Central programs. It seems that many of these people are just sitting on the edge of their seat waiting for anything to be said so they can have an excuse to laugh. Some of them appear to laugh out of peer pressure, but I suspect from that uneasy look in their eyes, they don't always get the punch line.
I enjoy comedy, but I'm not a very fast thinker on my feet. I'm afraid if I ever got put up on a stage in front of a live audience I would pull a Marsha Brady. I'm the guy that thinks of a witty comeback to a situation two hours later while I'm driving home. That's why I like blogging. It's staged humor as opposed to spontaneous humor.