Lenny Bruce was one of the groundbreaking standup comics. He took more chances than his contemporaries (though Mort Sahl was pretty daring) and he was persecuted for it. If there’s a Patron Saint of standup, Lenny is it. He was also very very funny.
Bill Cosby also was a groundbreaker, and he broke the race barrier wide open. It’s due to his work that comedians like Dave Chapelle, Richard Pryor and Whoopi Goldberg had their day in the sun.
And Richard Pryor was one of a kind. If you want to hear some of the best stand-up ever, do yourself a favor and listen or watch some of his concert performances.
George Carlin was also exceptionally inciteful and funny throughout his stand-up, and his “Seven words you can’t say on television” is a perfectly crafted commentary on censorship that is also very funny.
The fifth selection is harder, so I will cop-out and say that Bill Hicks, Don Rickles, and Bob Newhart were/are all exceptionally good at their craft and I could easily select any of them to be my fifth choice.