I got a few I like.
Bill Hicks - Ok hes not around anymore, but his performances are still widely available, this guy was a genius.
Russell Brand - Love his stand up, like some of his TV shows, Ponderland being very funny. Has a habit of saying the wrong thing at times though See MTV Awards and his recent Radio 2 show debarcle.
Richard Pryor, Another one that has left us now, but side splittingly funny!
Ricky Gervais - His stand up routines are quite different, being more like lectures on a subject(Politics, Animals, Fame etc etc). But still very very funny.
Eddie Izzard - Very inventive humour.
Probably more i have forgotten right now, but that is a good list
tewker