I saw Jay Leno at a comedy club in Hermosa Beach, CA before he started hosting the tonight show and he had me in tears. He would rip on people in the audience so hard, I had no idea he did that, but he was really good talking with the audience.
I saw Stephen Wright here in Las Vegas last year and he was funny, dry humor, but funny.
I saw Robin Williams in a small comedy club in San Francisco with my dad in '82 (?) and he was funny, all off the cuff, and he is pretty hung up with sex related topics.
Sam Kinneson, what a waste of time that was, but I understand he was pretty drugged out at the time. It was a few years before he was killed. Won those tickets on a radio show, so no money lost, cant really complain.