+1 for Richard Jenni
Others on my personal favorites list:
- GABRIEL IGLESIAS !!!! ("Fluffy")
- Jimmy Carr (by far the best at dealing with hecklers)
- Billy Connolly
- Ricky Gervais
- George Carlin
- Robin Williams (the undisputed king of improv comedy)
- Christopher Titus
- Jim David (his "Comedy Central Presents" special is definitely worth watching) https://www.dailymotion.com/video/x6r1k3x
- Buddy Hackett (his routine on him sumo wrestling during a trip to Japan is one of the funniest things I ever saw; the "clean" version on the old Carson show was ok but wasn't nearly as funny)