I saw Dara O'Briain last week. He's good.
I've also seen Milton Jones, Adam Hills, Andy Parsons and Russell Howard live before. Howard's sense of humour is quite juvenile, so it might not be everyone's cup of tea. Milton's humour is a bit like that too, but it's a lot more downright silly than it is juvenile. Andy is quite political in his style of humour while Adam's humour is a mixture. On his TV show (The Last Leg) he can be very political though.
Dara interacts with his audience a lot and his jokes/stories are a mixture.
"Is she gone yet?"