This article is from the Stand-up Comedy FAQ, by Steven Rosenthal and Steve Silberberg (firstname.lastname@example.org) with numerous contributions by others.
A. You are perfectly free to collect and perform jokes such as those where
various improbable combinations of people and animals go into bars, or you
can muse philosophically about the rubbery skin on pudding, or you can ask
those thought-provoking questions about why men must dominate the remote
control... But why not get a real performance rush by letting your audience
know your most secret thoughts? Let the audience know who you are and what
you think. Talk about your own fears and faults.
By presenting what is most personal for yourself, you actually touch a
common chord among more people. You can illuminate what it means to be
human, and bring more humanity out of yourself and others. And that's what
great stand-up is all about ... or you could just do dick jokes.