The best ones, unfortunatly are all dead. Here's a few:

I don't know if anybody here knows him, but Lord Buckley was the doing pot stuff as far back as the 30's and 40's. He had the best original "jive and "hip" raps and jazz talk, of all time, and could impersonate an English (where his parents came from) Lord (was NOT!) - and seemed to know everything. He died in the early 50's
He was a huge influence on future hip comedians and writers.

Lenny Bruce was great, and a major influence on comedians that came later.

Groucho Marx was a genius and in a class by himself.

Although I only know his work on film, it is said that Stan Laurel (of Laurel and Hardy) could just walk out on a stage, do absolutly nothing, and have a live audience rolling in the aisles with laughter. I highly recommend 2 of their best: L&H in Sons of the Desert and Way Out West. Some people consider Sons of the Desert the best comedy ever filmed. Stan is considered the major talent of the duo, and L&H worked diligently to perfect each scene - which is obvious in most of their work.

W.C. Fields was also one of the funniest men that ever lived. Mae West was also extremely funny, and did a film with Fields called My Little Chickadee. They didn't get along, according to the legend.