I'm also a comedy nerd.
Not mentioned yet:
Todd Barry: Very dry and deliberate. His Comedy Central Presents episode isn't that great but his albums are fantastic.
Eugene Mirman - not sure how to describe his stand-up but it's great. He also has some funny videos where he records calls from an anti-gay phone company.
DC11GTR listed a lot of my favorites. David cross is my all-time favorite.
Zach Galifianakis - check out his DVD, "Live at the Purple Onion"
Patton Oswalt - I recommend finding the album "2:22". It's the entire set that was later pared down to create his mainstream album "Feeling Kinda Patton". His Robert Evans bits are priceless too.
Jim Gaffigan - his early albums are better than his current material but the audio quality sucks.
Joe Rogan - "Shiny Happy Jihad" is a fantastic album. It's mostly material from Joe Rogan: Live. His earlier material is much less polished.
Louis C.K. - check out the experimental
section on his website. The Comedy and Magic Club in Hermosa actually posted a warning about his explicit material. That's the first time I've ever seen something like that at a comedy club. Some people still walked out.
Comedy venues in San Diego:
Comedy Store in La Jolla - they rarely get anybody I've heard of. I've been to shows there on multiple occasions and the talent ranged from mediocre to terrible.
4th & B - It's really a music venue but they get quite a few big name comedians. ( Joe Rogan and Zach Galifianakis among others)