Mostly everyone I would have mentioned has already been mentioned, but I haven’t seen anyone recommend Jimmy Carr.
I’ll just have to second the recommendations of Lewis Black, George Carlin (older stuff), and Louis C.K. I love Eddie Izzard, but he’s somewhat of an acquired taste – not for everyone, I think. His rambling comedic style kills me, but I think some people find it annoying or boring.
Louis C.K. had me in tears laughing when he did his routine about kids and their 'Why, why why’ing.
Brian Regan’s routine about the Emergency Room is an absolute killer. My sister and I spend a LOT of time watching stand-up comedy, and Brian Regan is one of our favorites.
There’s so few great females ever mentioned, but I love Wanda Sykes and Elvira Kurt. I know there are other females, but it’s so hard to remember names, and there are so few of them. Really, anyone who does anything beyond the ‘whining about the boyfriend bitching about their period’ stuff tends to be a little better.
Tommy Davidson’s standup is hliarious if you can find it. I bought my sister his ‘Illin’ in Philly’ VHS tape for Christmas because we’d seen it on TV years and years ago when it first came out and ruined our taped-TV copy from overuse.
I’d recommend pretty much the whole lineup of Comedy Central Presents, as you’re bound to find SOMETHING you like there at some point.
Bill Cosby - ‘Himself’ was probably the first comedy performance I ever saw as a kid, and I’ve always really loved comedy.
I’m not sure I’ve seen anyone mention Marc Maron or Adam Ferrara, either.
Sarah Silverman is a little hit or miss witih me. She can absolutely kill, and sometimes she’s just utterly uncomfortable (but I understand that that’s the intention).
Jake Johansen and Greg Behrendt are very funny, too.
I’ve listened to a lot of Doug Stanhope, though I think Comedy Central were a bunch of morons for putting him on. He had to clean up his act, and really the only POINT of his act is the vulgarity. He seems like less of a comedian and more of a compelling anectodal storyteller. I find him interesting to listen to, and I definitely do laugh, but he’s not the belly-aching guffaw-inducing type of comedian.
One other thing I listen to regularly is Greg Proops’ audio show that’s available on Audible.com (and I think iTunes?). It’s a lot of dry, VERY political satirical humor, but I really enjoy it.
I know there’s more, but there will always be more.