It is really hard to pick just one. The person that probably had me laughing the hardest was that Jim Gaffigan hot pocket sketch.
People I have seen live
Dave Chappelle: Right after he left Comedy Central and gave a nice comedic story about why he left (you had to make the references yourself). He really interacted with the crowd.
Lewis Black: Just like he is on TV, nothing different, but still funny nonetheless.
Dave Attell: He was really really funny, way funnier than I've seen of him on TV with his shows and such but he was definitely great.
Mitch Hedberg: He was his own totally different act. He came out was wasted, and just seemed to make up jokes on the spot about the area the weather that was happening that day (blizzard).
Dane Cook: Liked him way better in 2003-2004, saw him when he was first beginning at some colleges he was great. Saw his HBO special at the Garden a few years later, and that's when the disappointment began, since then he's been pretty awful.
I've seen a bunch of the guys from Last Comic Standing, but nothing really stood out.
I also really like what I've seen from Danial Tosh on TV from the past few years.
Also like Robin Williams, but as I said it's really hard to just pick one favorite comic.