I never get to see much of Jon Stewart (we don't have Comedy Central), but while I was on a trip with the one act play cast, our hotel got Comedy Central and I got to see a portion of the Daily Show and I haven't laughed that much in awhile. I think Mitch Hedberg was a wonderfully funny comedian with a huge amount of potential, it's a shame he had to die so soon after beginning to make it big. I'm not exactly sure who my favorite comedian is...I just like people who can make me laugh.
If we are talking standup, I have to go with Chris Rock. The guy is very funny and makes great points.
Robin Williams and Jim Carrey, they are my favourite comedians of all time, just with different styles