It would seem obvious to go looking at the local comedy clubs for talent when you are on the hunt for a morning show member or even to build a show around, but it rarely works. We've seen some pretty talented people like Whoppi, Adam Corolla, and others jump in and end up struggling in radio.
I've fallen into this challenge a few times and it's always tough. The stand up comedian has build their world around a live audience, maybe a 10 minute routine that they can repeat night after night, they can use pretty much any language they want, and there's also the opportunity to put physical and visual bits into their work. Of course radio is way different. You will need a lot more that 10 minutes of material and you have to make it fresh every day. Watch the language, no feedback from the audience while you're performing most of the time, and you have to work in an audio only platform. The biggest difference is most comedians are really addicted to laughter and in most settings on the radio they don't get any except from the others on the morning show team in the studio. It's almost like a band that can't hear their performance.
The masters of using stand up folks have to be Bob and Tom. They have a long list of regulars and Tom does a great job of setting them up. But, notice how they have avoided hiring on a 'regular' that becomes a real player everyday in the show.
It's tempting to hang out at a local club, watch some great talent entertain the audience and take the plunge and put them on your morning show. But, beware that club is a very different world than your studio.