We recently caught up with Cook to discuss his new album, working with Hollywood's heavy hitters, and his Thanksgiving plans.

Why did you decide to return to small clubs for this tour?

Well, we're still in arenas this leg of the tour. There are just some smaller facilities. Last year, we went filibuster and hit all the A-list places, and after the tour, I thought I'd have some time off. But I had all this new material, and as a comedian, you don't want to sit on new material for too long. So I'm bringing the new material out on tour, and the tour has been an incredible experience.

I'd thought about doing a Greatest Hits album last year, but wasn't totally happy with the material. But when I sat down and listened to all the recordings from the previous tours, it was a great experience and a lot of fun to pick the best moments. Putting together a "best of" is a thank you to all the fans who've supported me over the last 20 years, and it's a great introduction of some of my best material for newer fans, too.

You've been in several films with several stars. Who have you really enjoyed working with the most?

I met Juliette Binoche when I was working on Dan in Real Life, and she's really great to work with. I also enjoyed working with Kevin Costner, William Hurt, and Demi Moore. I learned a lot watching Kevin Costner -- an Oscar winning director. I've surrounded myself with some of the highest caliber people, because that's the level I aspire to.

What are your plans for Thanksgiving?
I live in L.A., so after the meet & greet in Phoenix, I'll hop on the bus and go home to spend the holiday with my sister. I'm going to eat everything I can. I've been on a diet for six months just for Thanksgiving, so yes -- there will be all manner of Thanksgiving gluttony.

Dane Cook is scheduled to perform at 7:30 and 10 p.m. Wednesday, November 24, at Celebrity Theatre, 440 N. 32nd Street. Tickets cost $37.50 to $153. Call 602-267-1600 or visit www.celebritytheatre.com for more information.