Alrighty then...
I've seen a ton of comedians over the years, and we go to probably 10-12 shows a year. We've come to love the Improv because it's so small and intimate.
Of the legends and favorites, there are a handful that I have not seen - George Carlin, Robin Williams, Bill Hicks, Rodney Dangerfield, Bernie Mac. Probably a few others. But much like musicians, I've been lucky enough to see just about everyone I've wanted to see.
So, let's start with one of my all-time, all-time favorites - I first heard this guy on Stern's show. He was up for some comedy award that the public could vote on, and Stern said people should vote for him. The response was so overwhelming, they split the award, adding a "not campaigned for" category. Robert Shimmel - one of the funniest, quickest guys I ever saw. Once described as the "cleanest dirty comedian" around, which is deceptive - a lot of his stuff is NSFW. But a lot of it sets up like it's going to be really filthy, then veers off in a different direction.
Dude had a wickedly hard life, too - lost a son at 9 years old to cancer. Had cancer himself - described in his book "Cancer On Five Dollars A Day (Chemo Not Included)". Well worth reading - funny and inspiring. His first wife was the brunt of a lot of jokes in his act, and they had separated just before he was diagnosed, but she moved him back in and cared for him through the cancer. The story is told truthfully in his book, but more twistedly in his act - he describes being sick in the bathroom after a chemo treatment and telling his wife he needs help. She says, "Why don't you get your girlfriend to help you?" He said, "You're not going to let her come over." He also had a heart attack, which made for some seriously funny stuff in his act.
The stuff about his intimacy with his wife and girlfriend is some of my favorite stuff, as is the stuff about his daughter asking him about sex, thinking she can ask because he talks about it in his act. Like asking when you were ready to have sex because her boyfriend was telling her he wanted to know what it was like to go ALL THE WAY. "Well, maybe I'll f*** him and he won't have to wonder any more. 'Well, Steve, that's what it's like to go all the way. Was it everything you thought it would be?'"
One of the more interesting things about Schimmel actually involves his parents. They were both Holocaust survivors. Turns out his mother had been in love with a boy and they would meet at this one spot before they both got sent off to different camps. She never knew what happened to him, moved to America, and married Schimmel's dad. Decades later, she goes back to her old hometown with her daughter and shows her where they used to meet. They walk to a nearby diner, and his mother says, "Oh my, I think that's him." The daughter says, "That can't be him, and you couldn't tell because we can only see the back of his head." It was him. And it turned out he lived blocks away from her in America. They reunited and talked, and when she came home, she told her husband, "You're not going to believe who I found." He said, "I know." Turns out HE had run into the guy and knew where he lived for months or years. She said, "Why didn't you tell me?" He said, "I was afraid you'd leave me and go with him." Which is ultimately what happened. His mother also wrote a book about the whole thing, which was being optioned by Steven Spielberg. Schimmel said, "Why don't you introduce me to Spielberg?" His mother looked at him and said, "I don't think you're his kind of people."
Sadly, Schimmel died while waiting for a liver transplant when his daughter rolled a car while he was teaching her to drive. I miss that dude all the time.
No clips - NSFW, remember - but I'll give you some search tips for YouTube...
Robert Schimmel daughter's boyfriend (audio only)
Robert Schimmel HBO Stand up part 1 (this has a funny story about a pet rabbit)
Robert Schimmel Sex and your heart attack
There's a ton more available. The Unprotected special is very good, and Reserection has the story about his cancer at the end.