Burr and Jeselnik are my current favs. Saw Chelsea handler perform at Netflix is a Joke in LA last year and her set was masterful. One long 45 minute story, weaved into a comedy routine, the loops back to the beginning at the end. I was never a big fan of hers and took my ex as a gift and man, it was perfection. I hope she releases it somewhere.
Jeselnik live last year was amazing too, it was the show for the special that came out late last year. Bones and All.