Some general thoughts -
Three Stooges - Like for most people here, they will always be #1 in my book. I grew up on the Stooges and still love them today. I was introduced to the Stooges long, long before any of their contemporaries.
Laurel & Hardy - Initially, I thought their sound shorts were too slow for my taste. But the more I saw, the more I liked. Not many of their sound shorts were clunkers, though TWICE TWO is a major exception. I've seen some of their features and they were strong as well. SONS OF THE DESERT and BLOCK-HEADS come to mind.
Marx Brothers - I love DUCK SOUP, MONKEY BUSINESS, and HORSE FEATHERS. I like A NIGHT AT THE OPERA, A NIGHT IN CASABLANCA, and ANIMAL CRACKERS. But the rest of their stuff I can it or leave it rather easily. Their most overrated effort is A DAY AT THE RACES, which overstays its welcome. I've seen just about all their films outside of LOVE HAPPY.
Burns & Allen - I've seen them in INTERNATIONAL HOUSE, HERE COMES COOKIE, SIX OF A KIND, and some one-reelers. I like them, but don't love them. Good chemistry between them.
Abbott & Costello - To be determined. I've seen their TV series and that was a moderate hit with me. Not as good as Laurel & Hardy, the Marxes, or The Three Stooges -- that much is clear, based on what I've seen so far. That could still change. I'll have a much clearer opinion of them once I delve into their Universal box set, which I bought as much for the Shemp appearances than for A&C.
Among single acts -
W.C Fields - He is the "great man." My favorite outside of the Three Stooges. Fields generates more laughs for me than just about anyone else on this list. Efforts like IT'S A GIFT and MAN ON THE FLYING TRAPEZE are just unforgettable. I've seen everything on the 2 Universal box sets + SIX OF A KIND + the Criterion DVD.
Buster Keaton - I like him quite a bit. His Columbia/Educational stuff goes over well with me with only a few misses.
Harold Lloyd - FEET FIRST and MOVIE CRAZY were great. Some of his silent shorts aren't bad. But despite trying really hard to get into the silent era, it's not for me. I tried watching SAFETY LAST, but it couldn't hold my attention for more than 20-25 minutes. I seem to get bored with silent stuff -- even the classic silent stuff like this and the Chaplin's -- after 20-25 minutes. I don't doubt that a lot of great stuff was done in the silent era, but it's not an era that does much for me. Regrettable that he didn't make more sound features.
Charlie Chaplin - Simply not my style. I've seen most of his best stuff (CITY LIGHTS, MODERN TIMES, GREAT DICTATOR) but it doesn't hit the strike zone for me. There's too much emotion and sentiment in a lot of his stuff and that's not what I'm looking for with classic comedy.