I really loved Kinane's first album. He's a newer voice on the scene, but one I'm very excited about. He came to my town in January, and I got the chance to see some of his newer stuff. In particular, he has a bit about a man eating pancakes on a plane that was awesome. He even went to the bar next door after and hung out for a long time, so I got the chance to talk to him for a little while. Nice guy.
Besides Kinane, another less well-known comedian I enjoy is John Mulaney. Pete Holmes is also a lot of fun. Andy Daly has been around a while, and you've probably seen him on TV but don't know him by name: fix that, he's hilarious. Eugene Mirman has also been around a while, though I don't think he's extremely well known. TJ Miller's also pretty funny, and another comedian I had the privilege of briefly meeting just two days ago (he did a sort of surprise performance at a local comedy debate thing here in Denver, which is his hometown).
Obvious ones: Carlin was the first comedian I ever really got into. Louis CK might be the best comedian working. Bill Hicks is a legend for a reason as well. Dave Chapelle's great when he gets on a good bit. Mitch Hedberg's tendency toward short quips and one-liners over longer bits isn't usually my cup of tea, but he makes it work.
A few others I've enjoyed for years: Patton Oswalt, Paul F. Tompkins, David Cross, Patrice O'Neal. Zach Galifiankis really had some very funny stuff, shame he doesn't seem to do much stand-up anymore.