There's two reasons to bring friends to see you perform. 1) Support 2) It will separate you from the other comedians...

With regard to number two, plain and simple, comedy show producers want to see people in the audience. This is show business and laughter doesn't pay the bills if tickets aren't sold and drinks aren't drunken. Most comedians are their own man or woman. If they were team players they'd be doing improv, so most comedians won't bring anyone. But why should you reveal you're self-centered and selfish right off the bat? You hold the door for a girl on the first date. How about after a month? A little bit goes a long way by bringing friends because it comes off as a self-less gesture.

With regard to support, there's a reason to bring, and then there's a reason not to bring. When I first started out, I had some material about my girlfriend, and I didn't want her to hear it. So I didn't bring her. Kinda goes without saying but, if you do material about someone and you think it'll hurt their feelings, don't bring them. You're there to make people feel good. If you get a paid gig out of it, find a way to let them know before hand.

Another reason not to bring, if your act is completely different from the real you and you think your friends won't get it. If you're a nice guy and you get on stage screaming like Sam Kinison, you should let your friends know ahead of time so they're in on your act. Otherwise, it'll be blank stares. Typically, if I'm trying out a different persona, I feel inhibited performing in front of people who know me. But, this is my personal preference. If you get off on shocking your friends, more power to you. Shock away.

The reason to bring your friends for support is to share in your victory or take comfort in your failure. If you have these kind of people in your life, congratulations, you're already ahead of half the comedians. Comedy takes endurance, and you'll want to have these people in your corner to keep you going.