Conservatives aren't funny, almost by definition. I mean, they're unintentionally funny, in a "laugh until the laughing turns to sobbing" kind of way. Conservatives are respectful of tradition and authority (you might even say they want to conserve such things), and a whole lot of what makes programs like The Daily Show and The Colbert Report funny is the blatant disregard for tradition and authority.
Remember a time, long ago, when Dennis Miller was funny? He'd make references to people and events you'd never heard of, sure, but he was irreverent and got a chuckle or two. But as soon as he started goose stepping with the Führer he got so unfunny he made the Mongol massacre at Herat look like an early-'80s Zucker brothers picture. (Hey, I tried.)
Mention Larry the Cable Guy and I'll be testing the limits of my nonviolent nature.
What the conservatives don't realize is they got made fun of by the likes of Jon Stewart and every other comedian on the planet because they're morons and liars, not because they happened to be in power. Conservatives are easy targets because they are conservative. The Democrats aren't my dream party by any stretch of the imagination, but for the most part they don't go around spouting wingnuttery about global warming being a hoax or axes of evil or God creating the universe 20,000 years after people were painting caves in France.