George Carlin is pretty good, and was an innovator (as far as taking what Lenny Bruce did a step further goes) but I find his shows are generally comprised of a large portion more vitriol than comedy. Often times his jokes that were making a point are tremendously il-conceived, which tends to rankle me and diminish my pleasure in what would have been a fine joke.
Bill Hicks, I believe did what people such as Carlin and Bruce did, only funnier.
I saw Harland Williams live in concert, and I gotta say it was an absolute riot. 75% of the laughs from that evening were derived from extemporaneously talking with the audience. Amazing. Dada is still alive.
So, yeah. All-time, and current favourites.