Another good example is Louie Anderson's debut on Carson:
I remember watching this right after he died, and was blown away by how good he was. Not only does he get laughs right away, they're sustained. I went back and timed it, and his first 2 minutes on stage has 1 minute of audience laughter and applause. He nails all the things you mentioned, and has the whole audience roaring in under 3 minutes.