A few thoughts from someone who has been performing comedy in Columbus for almost 9 years now.
The idea of a downtown comedy club has been mentioned before by people as a pipe dream with the idea of it being a place that focuses on up and coming fresh talent. The major flaws with that idea are that the FunnyBone is actually one of the best clubs in the country, people don't realize it because they don't think that would be the case in Columbus, but it is. It would be a much tougher competition than most people realize. Also, the focus on fresh talent ends up being tougher than people realize because even though there is a lot of great talent here in this city, there really isn't enough to keep a full time club going.
What could be interesting would be more of a comedy theater that isn't really dedicated to stand up but more comedy in general, much like the UCB theaters in NY and LA. The thing is though, that would be more of an end result. The UCB theater survives because those markets have such vibrant comedy scenes already, and also because they make money off of things like sketch and improv classes. Such a thing might be possible here once a strong comedy scene has already been up and running but right now it wouldn't be a genius business idea. Instead finding more spaces that already do artsy stuff that would be willing to let comedy in makes a lot more sense. Build the scene before you build the theater. And as someone already mentioned, Wild Goose is a fantastic arts space. As one of the co-creators of Comedy Revolver and someone who has done a bunch of shows there, I dig the vibe.
The biggest thing honestly that I think comedy in columbus needs is media allies. A blog would be nice and I'd love to see it, but one thing I've noticed from working as a freelancer writer for local publications is that comedy doesn't get the respect that other arts does. I pitched an article to one publication about the monthly Blank Blank show at Wild Goose and the editor said "I feel like we've covered comedy a lot lately." "Comedy," as if it all gets lumped together as one thing. Every arts paper and magazine has multiple articles on both music venues and different bands, but so why not multiple articles on different comics, or alternative shows, or sketch or improv groups, and so on? The Blog would be a nice start and maybe things could build from there.