I haven't seen Lee Evans live (only DVD's etc), but I'd like too. I really would like to see Lee Mack live, I think the guy's a genius. Also Tim Vine, anyone who can make a living from puns like his deserves a medal.
I do the sound for a number of the London circuit comedians, and I heartily recommend that you go to your local comedy club and see people you may not know by name. Many of the acts I do the sound for Jongleurs and Comedy Store regulars. This is where the famous people start.
Many are mentioned here, both famous and non famous. I would say, forget about the reviews as comedy is a very personal thing, whatever you personally find hilarious, another person may hate. It's a great night out with your mates.