Woody Allen
Before he got into film, Woody was a popular stand-up comedian in the early 60s. He would tell monologues rather than jokes and it was on stage that he developed his nerdy, insecure intellectual image.
Comedy Central ranked him 4th on their all-time list of greatest stand-up comedians. In England he was placed 3rd on a similar list.
While he was still a teen, Woody began making money by writing jokes for several TV shows, especially working with the great Sid Ceasar. His stage style was very influential for later comedians. He even was a writer for Candid Camera.
Woody's transition to film direction began with What's Up, Tiger Lily? This was kind of like an early Mystery Science Theatre 3000 - he took an old Japanese movie and wrote funny English dialogue as voice overs.