TL;DR: I suck at choosing a single favorite X of anything. I was gonna post a clip of a favorite bit for each one but it was already lengthy enough.

There's quite a list good names floating already already, but since the question is (current) favorites and not "best".

Shane Gillis: definitely think he's been on the comeup. Dude's just naturally funny ever since he let himself be himself and he has yet to peak imo.

Theo Von: I like the theory that the guy doesn't even know he's a comic. It may look like he's always playing a character, but maybe he just walks through life being himself and funny for no reason and people happen to pay to hear it and laugh.

Joey Diaz: Needs no introduction. Not as active, but he's a... unique character and there isn't another like him because he was shaped by his rough and chaotic life. Not as active of late, but if you never watched, it's worth seeing a couple sets (both big venue one and smaller venue bar sets).

Andrew Schulz: I know folks think he's overrated but saw him live with folks and had a great time. He's a good "safe pick" for an outing. What I mean by that is if you wanna go out with friends, whether they're normies or not, if you wanna make sure everyone's gonna laugh and have a good time and not worry about what their "comedy genre" is, he's a good choice to go with without having to shell out a fortune for tickets.

Tom Segura: not sure what he's been up to, but he's funny and has potential. Once you realise most of his jokes are just recounting stories and he says "so i said X, they go Y, so i go Z, and they go..." it becomes kind of hard to ignore. It's his one trick and style. Still funny though.

Mark Normand: has his own flavor. Humor is sprinkled with quick-witted wordplay that's makes people laugh before they even process the words he just used for the joke were carefully selected for a purpose. Something about his timing and delivery too.

Other names that come to mind if you catch a chance to see em live while tickets are cheap and venues are smaller / more intimate:

Female comedians are doing it on hard mode imo, and there hasn't been any GOAT yet, but the ones that have fun and funny sets out there:

Some of these have good bits but I havent watched a full-size special yet that has been tight start to finish, or they're focused on a gimmick that might get old after see it once or twice (like Ismo).

I'm a standup enjoyer to the point where I can go to an amateur night or "lab night" (where comics test out jokes to refine them) and be able to appreciate the process and see what they're trying to do even if it's not immediately hilarious for the crowd.