Great thread! I can remember howling while reading the Goon Show scripts, never mind hearing the shows themselves. I, too, find some of the aforementioned people either funny, unfunny, or occasionally one or the other. Some of this is nostalgia, too -- you remember fondly what you laughed at at important times in your lives, and even remember punch lines:
[God:] Noah! [Noah:] Yes, Lord? [God:] How long can you tread water?
One I haven't seen mentioned here is a series of Radio Luxembourg shows called "The Land of a Thousand [sound effect of breaking glass]" which I heard on tape at a friend's house long long ago. Anybody know more about this show? Skit comedy of a Goonish/Pythonish variety, with hilarious scenes, most of which I can't remember.
Some of you have mentioned Rosie O'Donnell, whose comedy career has thankfully been channelled into a pretty good talk show (as talks shows go, that is). Can't remember her stand-up act, but there isn't much good in stand-up these days, anyway ("Bobcat" Goldthwaite, anyone?). Only good stand-up I've seen in a while, and it was a couple years ago at that, was a guy whose name I forget who said, "I've only got a few minutes to do my act, so I'll just tell the punch lines," and proceeded to reel off a series of lines to well-known but funny jokes, one after the other, so that your memory filled in the rest, and I at least was reduced to tears by jokes that he wasn't even telling. Brilliant!
Ernie Kovacs once broke me up by following a commercial with a send-up of a commercial. In those days, only one commercial at a time was aired, so when one finished and I thought another was being started, I began to get mad -- then, pow! the pie in the model's face! The timing of it, and Kovacs' knowledge that the audience would have the same "start to get mad" reaction I did, made that joke work.
Timing. That's it. I once saw a Laurel & Hardy movie dubbed in German, and still remember one scene. The boys were in a waiting room, a labour exchange, waiting for work. There'd be a call, and Oliver Hardy would get up to go to the window. Every time, he'd fall over their bags, which Stan had carefully moved to just the wrong place. Every time, Olly would set the bags out of the way, go to the window, and then return to the bench. After three times, the camera did NOT follow Ollie as he started to the window, but remained on Stan's face. When Ollie fell, again, over the bags, Stan looked off-screen with a pitying look of "not again!" The camera not following Ollie was the payoff, that and Stan's face.
Well, I gotta go. I'm funny myself, but looks aren't everything.