I've seen Dara O'Briain, Al Murray and Lee Mack live and they were all very good. Also Alan Carr, was expecting him to be awful but he was quite funny. Not seen these live but I also like Stewart Francis, Ricky Gervais and Johnny Vegas.
I don't generally find female comedians funny as most of their jokes is an attempt at some womens rights stuff etc.
Lee Evans is overrated in my opinion, he sweats and looks like a monkey, yet his jokes are unfunny. Lenny Henry also goes onto the dislike list as he is racist towards white people.