Lenny Bruce is a weird one: absolutely the single most influential stand-up of all time, but yes, very dated. His stuff is like Shakespeare, though - you might have to consult some notes to understand what the hell it's all about, but it's worth it.
Stand-up comedy, unlike rock music or literature, is one of those fields where historically, the best guys tend to be the most famous guys (although that's not necessarily true of contemporary comedy). Bruce, Newhart, Carlin, Pryor, etc etc., they really are the giants. Hicks was great, although some of his Alex Jones excesses were a bit dumb. I fear that, had he lived, he would be pushing the 9/11 woo and all that garbage. A shame, as he was a very, very funny man.
Have to say, I think Ricky Gervais is an appalling stand-up comedian. I really liked "The Office" (although "Extras" was an utter abomination, and I have no idea how anyone could see it as anything other than the half-baked mess it really was), but his stand-up stuff is utterly abysmal. Cheap gags about the disabled, gays, etc., without even the stones to be authentically offensive - it's all cloaked in this unconvincing "I'm actually satirising these opinions" rubbish, but in fact there's no satire there at all. Giving people a chance to laugh at stuff they think is out-of-bounds is great when there's some purpose to it - Gervais' show just encourages smugness by allowing people to snigger at people in wheelchairs or whatever, while simultaneously stroking their ego and reassuring them that they're actually far too PC to "really" snigger at people in wheelchairs. It's tricky to pull this stuff off, and Gervais is not smart enough (and far too smug himself) to do it. A good non-PC joke highlights hypocrisy or discomfort in your own mind, and tortures it until you laugh (cf David Cross: "People say bringing up a baby is hard. No. I'll tell you what's hard: trying to convince your girlfriend to have her third abortion.") Gervais' stuff is nowhere near this sophisticated, it really is just overgrown-schoolboy "naughtiness", frankly offensive, and he only gets away with it because so many people indulge him. Give me Jerry Sadowitz anyday.
He also uses loads of very old British urban myths that most people have heard many times before, and dresses them up as his own gags. Lazy, unfunny rubbish. Very much the plagiarist in general, in fact: his religious material is lifted straight from Dave Allen, and he's blatantly stolen Bruce's "How To Relax Your Coloured Friends At Parties" routine and built half his sitcom career on it. His insufferably arrogant attitude just makes it worse, and I absolutely loved that show he did interviewing Garry Shandling, who utterly humiliated him. Shandling didn't come over as a nice guy himself, but he exposed Gervais as the second-rate thinker and second-rate comedian he really is.
I do still like "The Office" though.