Technically he's not a comedian, but PJ O'Rourke managed to jolt me out of my nice comfy liberal smugness by pointing out that while many libertarians would approve of abortion and of capital punishment, while on the other hand many religious or humanist-minded people would oppose both on the grounds of the sanctity of life, and it's even possible to comprehend those on the right who advocate the death penalty but do not condone abortion, it takes a pretty twisted world-view to condone the killing of the innocent but protest at the execution of the guilty...
I wouldn't say that he _changed_ my viewpoints exactly, as I have always been inclined to feel this way anyway, but Chris Morris' battles with institutionalised censorship (ie that which is legally enforced) have only served to reinforce my opinions on how pathetic and double standard-infested the whole setup is.
In a rare moment of actually saying something worthwhile, Marber once remarked that Chris Morris was "ironically, more likely to change the world than somebody working off a soapbox". You know, I think he might be right...
I remember, when I was quite young and malleable, thinking that Stephen Fry (now quite the establishment stooge) had changed the way I thought. It was the Fry And Laurie sketch in which Fry (as a tobacconist disguised as a doctor) persuades Hugh Laurie to smoke more cigarettes. The satire on our susceptibility to received ideas really made me consider the tendency to trust people in metaphorical white coats ("You wouldn't know what a pair of lungs did unless somebody had told you..." etc).
Chris Morris did the same thing for TV news many years later. That is true political comedy - comedy that doesn't change the way you think about Tony Blair, but changes the way you think full stop.
PJ O'Rourke, although as Alan said he's not strictly a comedian, writes very funny and also well-researched essays which made me think twice about some of my "pinko" opinions. Not that I instantly became a right-wing libertarian or anything.
Mark Thomas isn't as funny, but he did convince me that the sanctions against Iraq are pretty useless.
The Onion does excellent political comedy without being old clunking "Tony blairs" satire, but it has easier targets, like American fundamentalism.
("Christ Kills Two, Injures Seven in Abortion-Clinic Attack" - http://www.theonion.com/onion3417/abortion_clinic_attack.html) The trouble is, politics in this country is more moderate. It's harder to be funny about politicians who are basically bland.
Michael Moore makes a pretty good case that OJ was innocent in his first book.
Mark Thomas is an odd one. His political views are laudable, but more often than not he is just "referring" to issues rather than addressing them. At its worst this can come over in a HIGNFY "Roy Hattersley is fat ha ha" sort of way.
Witness his attempt to do something ill-thought-through about the "fascists" at McDonalds by driving a tank through a drive-through restaurant. The audience were supposed to cheer him taking on the might of the evil corporation, but he just ended up annoying some poor bemused MacWage slaves.
The right-on audience cheers a reference to McDonalds, not realising he's not ACTUALLY SAYING ANYTHING AT ALL.
Thomas can occasionally be a sort of pinko Jeremy Beadle, and that is not doing political comedy any favours at all...