Most books by comedians are awful beyond belief. Standup routines don’t work without the atmosphere and the intonation.
Two exceptions:
Before he got Politically Incorrect, Bill Maher wrote True Story: A Novel, a roman a clef about the early days of his generation of comics. Funny, bitter, and black.
Jon Stewart’s collection of humor pieces, Naked Pictures of Famous People, is surprisingly good - surprisingly only because he hasn’t had anything else in print.
Calvin Trillin, on the other hand, is a professional humorist rather than a comedian. His collections of columns are terrific, his novels are very funny - my favorite is Floater - and he even has a collection of political poems out.
Another humor columnist worth the effort is Libby Gelman-Waxner, who does a movie column in Premiere magazine. Libby is actually Paul Rudman, the male and openly gay screenwriter and novelist, which makes the column even funnier when you know the joke. She/He has a collection, If You Ask Me.
Peter Benchley, author of Jaws, tried to break free of the box he put himself in with two very black comedies, Rummies and Q Clearance. Neither sold worth a damn and he gave up and went back to writing shark books, but give the guy a break and hunt them down.
Around the same time Christopher Buckley, yes, William’s son, started writing political satires with The White House Mess. Other titles are Thank You for Smoking and No Way to Treat a First Lady. They’re not meant to be anything other than light entertainment, but quick reads are fun. He leans to the right, of course, which may or may not appeal to you but most every other comic writer leans left, which also may or may not appeal to you.
In mainstream fiction, T. Coraghessan Boyle is maybe the biggest name, or at least the longest. Drop City is acidly funny, and his entire output is first rate.
True satires are hard to come by these days when everything is too large to be satirized, but Max Berry’s Jennifer Government socks it to libertarian capitalism and Ben Elton - co-writer of The Young Ones and Blackadder - has done a bunch of environmental satires.