Firstly, I'd like to say, what an interesting and insightful topic! Wow.
Well, other than you, Mr. Pole, I'd say my favourite stand-up comedians definitely have varied and changed over the years. I do love Steven Wright too. I could listen to his voice for hours. The Americans that stick out for me are Andy Kaufman, Lenny Bruce, Bill Hicks and George Carlin - I watched them a lot growing up. Alternatively here in the UK, I enjoy Frankie Boyle, Jerry Sadowitz (even if he was born in New York), Simon Munnery (the Urban Warrior stuff was hilarious), Steve Coogan, Rik Mayall (when he did stand-up, same goes for Steve Coogan), Dylan Moran and Tommy Cooper.
My favourite recent, international and all time comedian is probably Stewart Lee, though. He's very observational, meta (!) and he's also kinda beautiful (to me, anyway. Sometimes, there's drool). His whole set up and style is to imply the audience aren't intelligent enough to understand the material and that they should be watching the mainstream UK comics. It works so well because he really is funny, and endearing.
What interests me about comedy is the shock factor. Jerry Sadowitz is a prime example of that, as is Frankie Boyle. People who go see their shows end up leaving feeling shocked and offended, full of complaints and that the comedians are not "politically correct". I find that laughable - a joke's a joke. It's supposed to shock and offend. It's their job. They don't have these opinions in real life, it's part of their act to get people interested and pay money to see them. Plus, you know, the offensive stuff is usually the funniest.