We've heard the $5 Louis CK and Aziz Ansari sets already. Early Woody Allen is a good idea. I'd say we like: Louis CK, Patton Oswalt, David Cross, David Sedaris audiobooks, old Richard Pryor and George Carlin of course.
I'm open to suggestions for interesting podcasts or humorous radio shows (I grabbed the BBC production of Dirk Gently) as long as they can be found easily.