From an industry standpoint, you only have power once you hit it big. If you do have your own nightly show in Vegas, you're a draw—the hotel relies on you to pull a certain number of people into the theater (and, afterward, into the casino) every night, so if you're demanding higher pay, or more vacation time, or a fresh glass of Pellegrino at the edge of the stage before every performance, then you may be in a position to get what you're asking for. The same obviously goes for any comic-turned-successful-actor, although even comedians at the top of their game don't wield the majority of the power in the entertainment industry.
But really the power you should concern yourself with is the power to finagle chuckles out of people, and then to gently massage those chuckles into rip-roaring belly laughs. It's the only reason you’re in this business, after all. Well, and the insatiable hunger to feed your own ego.