What, no love for Bob Newhart? Or Katt Williams? (Although when you're selling out major theaters, you may have lost your claim to being an underground comic...)
Many of my other favorites have already been mentioned - Steven Wright, Steven Lynch, George Carlin (especially back in the day), Jim Gaffigan, Jeff Dunham - but I would like to note that Chris Rock still puts on one heck of a funny show (had to play one recent concert with a lot of pauses, so my wife could post his treatise on the exact circumstances under which it's okay for a white person to "use the N-word"[1]), and Eddie Murphy still has his moments...
[1] When it's Christmas Eve, between 4:30 and 4:49 am, and you've gone to Toys'R'Us to get their last Transformer for your child, and some black dude jumps you outside the store, kicks you repeatedly while shouting, "Take that, you cracker-a$$ motherf*****!", pees on you, steals your wallet and the Transformer, and runs off, you're allowed to shout, "Somebody stop that n****r!"
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Sodium is a metal that reacts explosively when exposed to water. Chlorine is a gas that'll kill you dead in moments. Together they make my fries taste good.