I stopped coming to company parties, because most of them ended up being a pretense at people socialising while they mostly seemed to be after the drink while appearing "social".
If it's an activity based event, I'd suggest considering whether people wouldn't spend extended periods of time just waiting for something to happen.
Comedy club might be OK, unless the person on the podium would just use the platform to vent, which a lot of acts seem too keen on today. Difficult to guess unless you'd have seen the act.
If you'd end up with a more physical activity, something like laser tag can be fun even for people who aren't into things too physical.
I'd suggest avoiding something like bowling, unless people in would be able to keep playing most of the time (waiting for one's turn if there are e.g. five people playing in a lane is fine, but waiting for 40 minutes because there's tens of people and only two lanes available won't be much fun).
Then again, I'm the sort of a person who wouldn't go to a busy pub because the music tends to be deafening and food not worth it, at least in central-ish London, and I don't drink, so I'm probably not a representative sample and should keep mum.