Darrell Hammond -- unbelievably talented; his range of characters is unparalleled on the show. The Clinton/Gore years were hilarious.
Norm McDonald -- too irreverent even for the show that supposedly prides itself on being just that; his Weekend Update will never be approached, much less passed.
Will Ferrell -- great 4-minute sketch comedian (but yes, still intolerable in any movie); you can't ignore his longevity and many good characters.
Phil Hartman -- his Frank Sinatra might be the funniest character ever
Dana Carvey, Victoria Jackson, Ana Gasteyer, Chris Rock and Mike Meyers for honorable mention.