I have to mention Bill Bailey "Part Troll" DVD. Quite possibly the funniest and definitely the best-produced comedy show I've ever seen. It has the rhythm and delivery of a rock concert as Bill Bailey makes use of every inch of the stage, every bit of lighting, sound gear, projected video, musical instruments... the lot.
The DVD is making its way around the office at the moment and half the show has joined our in-joke stock.
Billy Connolly has probably made me laugh just a little harder (but then the Big Yin will probably always be my favourite :)), Robin Williams Live On Broadway came close but lost by a shade. This DVD is damn funny.
End of comedy infomercial.