I've got a very polarized taste in comedy.
On the one side, it's two parts material, one part cleverness, and one part observation. Mitch Hedberg and Eddie Izzard fit this category, and it feels strange coupling them, but they are very similar; They stand there and talk, and where Mitch Hedberg sort of babbles up a scattered mess of hilarity, Eddie Izzard talks about the world in long, linear rants, both of whom never stray far from their own personality or sensibilities. Patton Oswalt fits into this category, too. Most of their jokes are a weird slap in the face, either through rewording a common statement;
Hey man, I wanna imagine that the inside of a bottle of cleaning fluid is fuckin' clean.
or simply pointing out a few things and marrying them;
And he [Hitler] was a vegetarian and a painter, so he must have been going, "I can't get ze... fuckin' trees... DAMN! I WILL KILL EVERYONE IN ZE WORLD!"
Then on the other side of my sense of humor is four parts delivery. Dane Cook. I probably shouldn't point him out on a forum such as this one, but I find him fascinating. His stories are so contrived and mundane, yet the way he delivers them is amazing, because it makes up for the rest of the joke. The experience is dampened a bit by the hype/crowd. He'll say something like "I like going on walks," and there will be two hundred fans who somehow strongly agree and scream their heads off. His Comedy Central Presents... special was his best, I think, because he didn't have thirty thousand obsessive fans and actually had to earn the crowd's approval and be funny.