I am partial to Eddie Izzard. Not that I don't love other comedians as well, and I've actually seen quite a lot more than I thought I'd ever get to, live!
I suggest listening to his routine "Deathstar Canteen" if you like Star Wars at all. He has many, of course, but this is the one I actually memorized. I know his pieces are on iTunes, but I would think you can also find them on YouTube, or a similar site.