My favorite comedians are John Belushi and Dan Aykroyd, which obviously weren't/aren't stand-up comedians. Belushi was an amazing physical comedian (talk about a guy who put his whole body into it--his Joe Cocker impersonation, Bluto Blutarsky and Samurai Futaba being great examples--and it was always a joy to see him doing backflips) and Aykroyd gives the most amazingly long-winded speeches (he has Asperger's Syndrome) and loves absurdist stuff (like sticking fish in blenders, Coneheads, etc... He was the straight man of '70s SNL with that amazing voice).
Of course, they peaked with Animal House, The Blues Brothers and Ghostbusters. Too bad John didn't live long enough to play Venkman and a shame that Dan didn't get to play D-Day because of SNL commitments. Both characters were conceived with them in mind.
As for stand-up... Probably going to have to give this one to Robin Williams for the sheer number of crazy voices he can do. I love his funny voices. I'm more familiar with his Mork, Popeye, Genie, Mrs. Doubtfire, Flubber, Good Morning, Vietnam and various other movie/television work, though. I have heard some him do a lot of funny voice comedy in various interviews and clips, though. Popeye is my favorite voice of his. It's brilliant.
And well, points to Desi and Lucy for their contributions to situation comedy. Desi's angry Spanish rants (usually the oft repeated "¡Mira que tiene cosa la mujer esta!"), mangling the English language (especially with Lucy repeating what he says--"physiachiatrist", "dunt", "lougical splanation", etc...), the insane laugh, the bulging eyes and the straight man to Lucy's zany antics never fails to work for me. And of course, Lucy has the iconic airhead housewife persona that she created. The show is quite a bit funnier if you understand Desi's Spanish, though. For as crazy as the antics Lucy did were on the show(s), Desi was the backbone (and was truly the mastermind behind the scenes creatively and with production). Having him there to give reactions to her actions was the main thing her later shows were missing (sadly).
A lot of people don't know this, but the Ricky/Lucy personae were the exact opposite of the real Desi/Lucy. Desi was the laid-back, fun-loving, doting father and Lucy was the strict, career-minded authoritarian (apparently, a bit verbally/physically abusive). Desi, Jr. and Lucie tended towards their father. Unfortunately, both were smokers, drinkers and had affairs; though, Desi was a serial womanizer, as was his father, and it was what ultimately ended their relationship. At the end of their lives they both stated that they were the loves of each other's lives, though. In the pool footage with their grandson, you'd never know they were divorced and remarried, because they blatantly don't act like it.
It's the same zany/straight-man duo dynamic with Belushi and Aykroyd that works so well. Belushi did all the insane things, but it was twice as funny with Aykroyd as the straight-man backbone. The wild man (though he had a very sweet, empathetic side which made him endearing) and the monotone factoid-spouter. Epic duo. John definitely wished he had gotten a chance at dramatic acting. That was his dream.
I'll always remember John Belushi's "Live fast, die young and live a good-looking corpse" SNL sketch where it shows him as an old man dancing on the graves of all his fellow SNL comedians. Ironic because he was the first victim of the SNL curse. That is a sketch that has only become so poignant as it is after the fact.
But yeah, I'm not really into stand-up. I do like Robin Williams and Bill Cosby, though. The Richard Pryor-style offensive shock stuff is so awful to me. Yuck.
I had a friend who loved Eddie Izzard and The Blue Collar Comedy Tour. I watched quite a bit of both on her DVDs. Not my thing, but it was occasionally quite funny.
Speaking of Desi and Lucy, Desi's '76 appearance on SNL (with Desi, Jr. in tow to impersonate him with Gilda Radner as Lucy and to help with the conga drums) was pretty great. His recitation of Jabberwocky (or rather "Habberwocky"... "Galumphed?" "This is English?") and storming off with a rant about the English language is epic. I still wish they could get Dan Aykroyd back (with his pompous monotone) to do that promised Canterbury Tales sequel with Charo. LOL. The other highlight of that episode is the '70s SNL cast doing a conga line through the audience with old Desi not having missed a beat decades later. Though at only 59, he was sadly looking like he was in his 70s. Apparently, the SNL people were scared for him because of how much energy he was putting in with how he looked, but there he was banging away on his drum with his hair flying and undoing his tie. The smoking really destroyed his health (Lucy had the same fate). And of course, there was Desi sticking cigars in John Belushi's ears and nostrils (think Bluto with the pencils in his nose). The episode also played with how Desi could never get any roles because of his thick accent, despite the fact that he was the head of Desilu (though he sold it to Lucy because of overwork and alcoholism--you can see him age dramatically between 1951 and 1960... Though, Lucy was never into the production side of Desilu--that was all Desi) with a whole slew of shows back in the day (which would include Star Trek).
But yeah, I'm still working my way through the SNL DVDs. I have the first two seasons. I end up largely watching John, Dan and Laraine (easily the most consistent). John was easily the most talented and his comedy relied entirely on his physical presence. Gilda has her moments of good and bad based on material. Dan got to write his own material (and a lot of John's) and it showed with the quality that he gave himself and his best friend. Jane got a lot of horrible material (granted, she was originally saddled with Chevy). Chevy is an unbearable, arrogant, egotistical ass. I like Bill Murray and he ended up being the third in the boys club with John and Dan. Garret might as well not have been there.
The Blues Brothers is my favorite thing to come out of SNL. John and Dan are genuinely one of my favorite musical acts. They were great! And hey, they had some pretty big legends behind them like Donald "Duck" Dunn and Steve "the Colonel" Cropper. Cropper wrote Dock Of The Bay, for crying out loud!