My favorite comedians? I have quite a few. In sketch comedy, I'd have to go with:
Kids in the Hall. I love all the "kids", though Bruce McCulloch is a personal favorite:
http://www.youtube.com/watch?v=At-dM_2kEQI#http://www.youtube.com/watch?v=_LrlMoIzSjw#wsI'm also a big Will Sasso fan. He made Mad TV for me, and when he left I stopped watching:
http://www.youtube.com/watch?v=hlxoyw_8I7I#http://www.youtube.com/watch?v=6vMaPsg0u6k#In terms of talk shows, I'd have to go with Conan O'Brien and the original Tom Green series. I'll watch any Conan clip, especially his outside the studio segments, and call Tom Green a guilty pleasure. I love the old pre-Mtv series.
Finally, Ricky Gervais is probably at the top of my comedians list. The British Office is my favorite series of all time, Extras is a close second, the his old podcasts and radio series (I have every episode on my iPod, takes up a hell of a lot of space) are comedy gold. Coupled with Steve and Karl, it's the funniest thing I could ever listen to. I do find Ricky's atheism talk to get a bit boring. I agree with him, sure, but I guess that's why I don't care about reading/hearing him talk about it. Sort of like preaching to the choir.