From the LA comedy scene: the Comedy Death Ray compilation CD, Paul F. Tompkins’s Impersonal, Doug Benson’s Professional Humoredian, and Jen Kirkman’s Self-Help. Trust me on these.
William Shatner’s “William Shatner Live”.
Andy Griffith’s “What It Was, Was Football”.
Monty Python’s “The Album of the Sountrack of the Trailer of the Film of Monty Python and the Holy Grail”.
I second the Firesign Theater! “How Can You Be in Two Places at Once When You’re Not Anywhere at All” is one of my favorite things to listen to on a road trip. And Cheech and Chong did some funny albums too.
What rating can you handle? Richard Pryor’s That Nigger’s Crazy would probably get a hard R, but it remains, to me, the best comedy album ever. It will surprise you - sort of take over your mind.
For something more genteel, Bill Cosby’s old stuff, or Bob and Ray.
Denis Leary’s Why We Suck is available as an audio book and is 5 CDs worth of Leary. Very funny stuff.