@Merry Andrew,
Its funny but Im the same with both keillor and the old (long dead) Jean Shepherd. All of Shepherds stories needed to be heard , not read. Voice inflection and pauses are part of the paint box for thee guys and to read them you often miss that extra dimension.
One who is good to read is Bill Bryson. (and with him its just the opposite, his stories are best read because he has a nasty voice).
Sedaris can be ok if listened to in small chunks and often coupled with his sister who has a similar elfin voice. Sedaris evokes a "Woody Allen" personna of complete incompetence that hes spent a lifetime developing.
I have to put in a word for MArk Bowden who can tell a story and write one with an almost obsessive concentration. Hes not often funny but he can be like a car wreck, you gotta play it out. (He writes for Atlantic and Vnity Fair).
Verlyn Klinkenborg's country stories in the NYT are enjoyable, but motly Im jut projecting because I suffer some fo the same challenges in country life.
Who else? course Twain rises to the surface but once you read him, you remember all his lines and hes dead so hes not makin any more.