Where quite a few comedians today (in my opinion) feel forced, contrived, and often hindered by an ineffective actor/character approach to their material, Bill Hicks exuded a level of self-confidence that rivaled that of an alcoholic rock star lead guitarist, exuding a real-life darkness that could only be played off with the use of their God-given talent (in his case a dark humor and a slap-you-in-the-face sense of insensitive sensibility) for an unwitting crowd to observe. The man wasn't without controversy, touching on many subjects political and ethological that were very touchy to people on both "sides", but that danger not knowing what he was going to say next gave his comedy the edge that truly was ahead of its time.
One could argue that more underground comedians of today were spawned from and inspired by the raw-natured talent of Bill Hicks than any other of the classic comedians - often without their even knowing it (and sometimes outright stealing his persona). This bit alone, recorded at Dangerfield's around the late 80s, is a perfect example of his effortless ability to portray his thoughts and emotions with a sense of cool that was unhindered, and most of all, real.
Sadly, Bill Hicks passed away in 1994 at the age of 32 due to the complications of pancreatic cancer. Perhaps he was smoking the packs with the wrong warning on them.
Anyway, on a sentimental note, here is his last recorded bit replayed on Letterman fifteen years later as a sort of "apology" for having been removed from the program before it aired that night. Letterman's introduction explains it all.
*After Letterman's intro, jump to the 11:10 mark, and enjoy: