A friend of my wife took a stand-up comedy class then began playing comedy clubs around NYC as a side job. She now does it fairly frequently. I've seen her act twice and it wasn't funny at all because she talks about things from her life as if everyone knows all about her. My wife laughs at these things because she understands them, but the rest of the audience is in the dark.
Your Headberg reference is pretty lame if a lot of people don't know who he is. Steve Martin wrote in his biography that knowing ones audience is key to successfully entertaining them.
Comedy coaches will tell you to find something with which the audience can relate then turn it on its ear for a laugh. If you can make audiences relate with you, then turning yourself on your ear becomes funny. This is the way comedians who seem like "average folks" can get big laughs when they make faces. Bill Cosby is one example.
A savvy audience may appreciate insights and observations you make, but that doesn't mean they will laugh at what you're saying. If I were a comedian, I'd try to think of some things that are commonplace then find unexpected and amusing ways to discuss them.
For instance:
"Technology is everywhere now and I suck at it. I tried to surf the web for porn the other day. So I turn the lights down low and take all my clothes off. The computer is on and waiting for me...then I knock the screen over with my surf board. My wife hears the noise and comes into my office to find me naked, standing on a surf board with a broken monitor on the floor then just turns and storms out."
<laugh break>
"I tried to stop her but it was no use. I went to call her on the Blackberry, but just wound up squishing it in my hand. Now I'm naked with berry juice all over me. My mom was horrified! I got the blackberry from her fridge. She told me I should buy a Mac if I'm bad with computers. She also insisted I put some clothes on."
<more laughs>
"I went to the Apple store. I picked up some blackberrys to replace the ones I squashed. I got some apples too. Anyway, I also stopped at the computer place and asked them for a Mac. They showed me a Mac mini but I wanted something more manly looking. I asked for a Big Mac but they said there wasn't such a thing. So I just went to McDonalds and called it a day."
<laughing and applause>