This thread at AST has some interesting talk about hecklers, the difference between them and talkers, and some interesting videos of comics dealing with hecklers.
As I've mentioned here before, I really like Paul F. Tompkins' advice on hecklers:
What took me forever to learn was that you have to give these people enough rope to either hang themselves or show that they are not actually a threat. It's worth talking to hecklers to see if they are just goons who are trying to ruin your set or if they are just enthusiastic folks who want to get in on the fun. Talking to them lets the audience know what they're all about, so if you need to take them out, you will definitely have the audience on your side. If they're simply nice people who don't realize they're committing a faux pas — and believe me, most people have no idea that it's not good to yell stuff out at shows — you can get some comedy out of it and gently let them know that their input is no longer required.
That mentality is part of why I actually stopped during the "fuck you" set and asked the guy why he's yelling. I wanted to know what was going on and see if there was something fun there. And that's what made the whole thing really soar.
(I think having an actual foil in the crowd amped up my energy level too and really helped sell the whole thing. Good lesson there too. Maybe I should start imagining there's an "enemy" in the crowd for more of my bits.)
Some interesting bits from that AST thread: AmericasMobileDevice talks about how smart clubs deal with potential problems in the crowd by seating them near the back:
Last time I was up in San Francisco watching a show at The Punchline a group of birthday girls were in line for the show. The guy seating at them was on top of it and sat them in the back close to the door. When I asked a friend about it he said they do that on purpose. That way if the girls get loud they can intervene without having to go through the crowd and if they ask them to leave it will be a short walk. I get the feeling most clubs don't take that proactive stance and I respect the Punchline for doing it.
A non-comic asks, "If I ever grow balls and do standup I think I will just say, 'You guys are embarrassing me, please stop' when I am heckled." Louis CK responds with this:
I usually respond sincerely to hecklers. It doesn't happen to me very often but when someone yells something out, I usually grind the show to a halt, focus on them, and I say very seriously "It really makes it hard for me to do the show when you talk. will you please stop?" They usually get very very embarassed and stop talking.
I really like your approach, though, of admitting your own weakness to them, that it's making you feel embarassed. I think anytime you're being honest, it's a good thing. I don't agree with the other comment that it's a grave mistake to let them know they have power over your feelings. I think that's an unique and very compelling approach.
And bryan_champ posts this video of Chicago comic Ken Barnard doing a great job handling some drunks in the front row. I love how he mocks them yet still keeps them on his side. It's worth checking out.