There are few things I like better when the autumn nights are drawing in than a trip out to see one of my favourite comedians perform live.

Stewart Lee is one of the best live stand-ups I’ve ever watched. The word I’d always use first when describing his work is clever, but that’s not to say he’s not also painfully funny.

In fact, he’s one of the few stand-ups capable of making me actually cry, so my hopes for Thursday’s opening night of his Much A-Stew About Nothing tour were high.

The set this time round is bare – none of the backlit carpet remnants that formed the backdrop for his last tour – and there’s little opening preamble beyond an explanation of the format this new show will take.

The show is divided into four half-hour sets which will form the basis for the third series of his popular Comedy Vehicle TV show, which will record in December and air next spring.

Theme-wise, we had celebrity Tories, dog excrement, UKIP and marriage to look forward to, again explained at the outset.

When he set this out, I wasn’t sure the format would work – having four distinct 30-minute pieces which weren’t interconnected felt like it might spoil the flow, but the interval helped.

The moment when he swapped from one to the next felt a little stilted the first time it happened, but by the second half switch Lee had the audience in the palm of his hand, having just reduced us to tears with the culmination of his UKIP rant.

This segment was a highlight of the show – a brilliant reversal of the process of evolution seen through the eyes of UKIP’s deputy leader Paul Nuttall and inspired by his warning about the influx of skilled Bulgarian workers to the UK.

Lee took this theme and ran with it, doing what he so often does and pushing an audience mercilessly with something that’s working by layering pace on top of increasing absurdity. Through Nuttall he backtracked through the arrival of immigrants from Poland and Asia to medieval France, the Anglo-Saxons and the Neolithic period.

By the time he was directing Nuttall’s intolerance at the first fish ever to make it on to land I was hoping he’d stop soon because it hurt.

The rest of the show felt incredibly sharp, combining biting observation with a slick pace. Despite Lee being self-critical of the dog excrement bit, which he said was new and not quite finished, I thought it worked well.

I loved the marriage segment – the weary tedium of a long-term relationship is standard fodder for a comedian, but not many would admit to being jealous of a family cat with a parasitic worm in its rear end because they “crave that level of physical intimacy”.

The encore was slightly dampened by the intervention of two infuriating hecklers – I will never understand why people pay money to watch a professional and then interrupt him – but Lee eviscerated them.

If I had any criticisms at all, it would be that there were occasional moments of material I’d heard before. But to an extent that’s to be expected if you consume everything an artist does, and it was nice to hear some call-backs to previous shows for the die-hard fans among us.