Asking about a favorite comedian is like asking about a favorite song. Depends on the time of day.

Any day, any time is Rodney Dangerfield, George Carlin, Steven Wright, Bob Hope. For head-banging blood-pressure raising comedy I go with Sam Kinneson, AD Clay, Lewis Black.

There are some female comics I enjoy, Rita Rudner, Kathleen Madigan, Phyllis Diller, Paula Poundstone. BTW, Phyllis Diller was an accomplished pianist but chose comedy over music.