Personally my favourite stand-up comic is Sean Lock. He's really sarcastic with his comedy and tells a lot of jokes which other comedians could never get away with and this suits by humour perfectly. At first I didn't really like him much since it took a while to get used to his style of telling jokes, but after hearing him tell one about beating up an imaginary budgie I started to give him more of a chance and now I absolutely love his work. I'm dying to see him live in person but having to make do with TV recordings at the moment!
And no I'd never try performing myself, I'd be way too nervous for that haha.