In "The Making of Zach Galifianakis" [via MD], Zach says:
Wherever there’s something that people don’t feel comfortable talking about, that’s where the good jokes are. People might misunderstand you, but I decided, right after my show was canceled, never to dumb my material down for anybody. A bad comic follows his audience, catering to whatever they want; a good comic will always lead.
Playwright Noel Coward once said [via JW] this about the theater (and maybe you could substitute standup in here?):
I think the primary purpose of the theater is entertainment. If by any chance a playwright wishes to express a political opinion or a moral opinion or a philosophy, he must be a good enough craftsman to do it with so much spice of entertainment in it that the public gets the message without being aware of it. The moment the public sniffs propaganda, they stay away.
One key factor on this: The stage of your career. When you're just starting out and making a name for yourself and trying to get paid and all the rest of it, can you really afford to be precious about your art? Can you get away with making people feel uncomfortable then? Or do you have to suck it up for a while and be a real crowd-pleaser before you get to the point where you can afford to turn people off? Except for anomalies like Andy Kaufman, maybe you need to spend years proving you can make people feel comfortable before you start making them uncomfortable.