Watch one Dane Cook, and you've seen the rest. That guy ran out of gas pretty early into his career. Same with Dunham. First time I saw him it was great, but after that, it all got really shticky and lame.
I'd say on that list, George Carlin is a must, Eddie Izzard is brilliant, Jimmy Carr is a very quirky riot, and Louis CK is more or less a must.
Only thing that's really missing here is the late Robert Shimmel.