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As you're probably aware, David Rees (Get Your War On) and John Hodgman are promoting their new books tonight at Second City E.T.C. I've mentioned this before, but I think it bears repeating: Hodgman's pre-national-fame Little Gray Book Lectures are fun and fine work/driving listening.
Very tenuously related audio-only Daily Show-related entertainments for your enjoyment: John Oliver does a semi-improvised podcast with Andy Zaltzman for the Times of London called The Bugle. It's good, although not as good as his brilliant old BBC Radio show The Department, which you can sample here. I don't think you can buy it, but if you know how to use the Internet, you can probably find it, if you know what I mean.