Rob Delaney is one of a handful of comedians—Sarah Silverman, Tig Notaro, and Louis CK are the others—who I trust implicitly. I’ll follow Delaney anywhere, because I know he’s not going to take me on a pointless adventure. All of his comedy, from his prolific Twitter feed to his standup to his new memoir, is a journey through difficult places; his struggles with hepatitis, depression, and alcoholism frequently figure into his work. He makes you laugh, but his thoughtful observations make you feel better about the world, too. (Neptune Theatre, 1303 NE 45th St,, 8 pm, $25, all ages)