I'll back up the Maria Bamford recommendations, I listen to her albums over and over. The first John Mulaney is great, Nine Sweaters is Magnificent, the Hannibal Burress is great. If you get "Feelin' Kind of Patton" try to get the 222 version, which is the whole show the album was made from. Amazing. It's out of print, but there are some used copies available on Amazon.
I think the only thing that hasn't been recommended so far that I enjoyed a lot are Mike Birbiglia's albums. Two Drink Mike and My Secret Public Journal are really good.