Bill Bailey is utterly wonderful: a brilliant stand-up comedian who is also a talented musician. Check out his Scott Walker/Jacques Brel/Slayer crossover parody. Also, I second shocolate's rec for the Kraftwerk impression. I saw him do that live, and I don't think anything will ever beat that moment when the audience realised what he was doing.

I miss the good old days of Have I Got News For You. Ian Hislop and Paul Merton sniping at one another and quietly taking the piss out of everyone else on the show...ah, magic.