I actually listened to an interview with Bob Saget last week on my morning radio show (yes, I listen to a morning radio show every day at work). Many people knew him from Full House, and then didn't realize who he was IRL until he was on Entourage. He's a loud mouth, sex craved, perverted sunuvabitch. And it's great. But he was talking about his stand up tours and how he interacts with other comedians. He went on and on about Louis CK and how he is the current pinnacle of comedy, not because he's funny, but because his stories have such a strong emotional attachment to them that actually have meaning, and then can be laughed at. And compared to him, who's primarily a slapstick kind of comedian, one has to respect every form of comedy. It was a great segment.
But I will say this. I'm not sexist, but I absolutely hate most women comedians. Every now and again there's a funny segment from one, but it's just not my style of comedy. Lisa Lampinelli or w/e her name is? Hate it. And the Blue Collar crew? Ron White is good, but the rest are all crappy.
As always, take the good with the bad and explore all kinds. You might find something you didn't think you would (Stephen Lynch for example. First few songs he did I didn't like, but kept watching. Eventually some songs were hilarious).