In 2001 while I was visiting my family in USA, I've greatly enjoyed all that band of folks around Saturday Night Life and stand-up comedians that appeared on the same channel. I could watch that for hours. And I still do that on Google Video today. Recently I discovered Bill Hicks, and his style suites me a lot, straightly addressing issues of all kind (religion, politics, sex, smokers,wars,...) , yet with interesting style of humor. What is nice, is that most of his talks still apply today, even he passed away in 1994.
some videos on youtube