Some of the most hilarious schtick I've ever heard came from Greg Dulli. Probably the most hilarious concert moment I ever saw was him climbing one of the PA stacks at 9:30 (a la Eddie Vedder in one of Pearl Jam's early videos)....and halfway up he sarcastically growled into the mic "And he hit me with a surprise left" .....hysterical.
GG Allin was very funny live, as well as the Candy Snatchers, good drunken bloody fun.