Just finished watching the 7th episode of the FX series
Louie a sitcom with a ... ((wait for it)) ... stand up comedian as the lead,
Louis CK.
http://www.imdb.com/title/tt1492966/
http://www.hulu.com/louie
It's in it's first season (11 episodes so far). Very funny!
Kind of like those 90's stand up comedy specials where part of it involves the stand up doing his routine on the stage with an intermittent skit based on his comedy. This show is more off stage routine then stage work but the parallel remains. And yes, Louis CK pretty much plays himself but to what extent is actual autobiographical in the stories and/or exaggerated and what's completely made up? I'm not sure.
Definitely worth trying to watch it. He's a blisteringly funny guy.