Out of the above mentioned, I like Denis Leary.
But now, I'm going to drag this topic outside the borders of US. There are a couple of brilliant Finns, known as Riku Suokas and André Wickstrom, who bring a great comedy element by making fun of universal things from the viewpoint of persons who might not be in a cultural position to do that. Wickstrom in fact, has performed around Europe in English too, see if you can look him up.
Then there are the Brits. They're just damn too brilliant. Rowan Atkinson (at his best, that is), Peter Sellers, Dudley Moore, the men of <i>Monty Python</i>... the list could go on.
Then there are great <i>literal</i> comedians, directly comparable to comedy actors or stand-up-comics, they just do amuse us by writing text and telling stories. Out of them I'll have to highlight Douglas Adams. Read that man (you who haven't - I know some of you must already have) is all I can say. By trying to explain his absurdity is a violation towards his works.
And as a final note... I this far, we've only brought out male comedians. Is it so that women can't make people laugh? I dare you to prove me wrong!