I've been more than a bit of a radio and TV media hermit for the past 25-30 years. If it ain't on NPR I ain't heard it.

Other than Jon Stewart, Steven Colbert and Tina Fey, who are all so well known that they can't be missed, I don't know who is doing good and pertinent comedy these days.

From the old days -
Robin Williams (he did at least one fabulous HBO stand-up special)
George Carlin
Steve Martin
Eddie Murphy
Lennie Bruce
Gilda Radner (and just about the whole crew of the first years of Saturday Night Live)
and-don't laugh....Bill Crosby.