The Complete Dr. Katz
This was a great show from the 90's on Comedy Central, featuring comedians basically performing their stand-up routines to a therapist. 6 seasons and 13 discs, and it's in Squigglevision!
The Great American Television Show. I know I got to it late, but I'm watching them all now and loving it.
Curb Your Enthusiasm Season 6
Larry David is the greatest television character of all time, both as George Costanza in "Seinfeld" and as Larry in "Curb". This show is pretty good. Pretty, pretty, pretty good.
You are what you like.