Wow, I just moved his DVD up toward the top of my Netflix list yesterday. Man, that is sad. He also did great voice work in an episode or two of "Home Movies" and the sole episode of "Saddle Rash" (along with Waylon Jennings) that aired on the Cartoon Channel's Adult Swim. He had the ability to be funny without resorting to low or vulgar humor.
That was one of the top reasons I liked him.
His style was also very deadpan, similar to Steven Wright.