I'd like to point you to a great article on Splitsider. It's called "Louis CK, TJ & Dave and the Power of Slow Comedy." The writer, Matt Shafeek, makes some great points about taking time to develop characters and discover situations, all the while not worrying about getting laughs.
TJ & Dave can often go long stretches of time without any big laughs, and this is where a lot of weaker improvisers often falter. A performer who fears he or she has lost the audience will panic and will resort to time-honored gimmicks – exaggerated physicality, ridiculous characters, and of course, going ‘blue’ (making a lewd/sexual reference or choice) in a desperate attempt to end the audience’s silence. But TJ & Dave, as well as Louis CK, know that patience in comedy can lead to much bigger rewards.
In our current "get to the point" culture, these types of comedy acts would seem like they'd fail. But talk to any improviser about TJ & Dave, and she will talk like they're gods, worshiping anything they do. That's because they offer more than junk food (the quick, easy laughs). They offer a protein-rich meal based around characters' relationship to one another.
The people involved in these kinds of shows, on stage and off, see the value in slowing down, keeping the story grounded, and never, ever forcing any laughs. Sometimes this leads to hilarious discoveries. Other times, it leads somewhere less amusing, but still completely honest – to an interesting bit of theater, let’s say. And that’s great, because who says comedy only exists to make you laugh?
Go ahead, read the full article. I'll wait right here for you. And when you come back, please let us know in the comments how you feel about slow comedy. Is it a struggle for you? If so, why? If not, what helps you slow down?