A few pearls of wisdom from the man, via Wikipedia:
"I've gazed into the abyss and the abyss gazed into me, and neither of us liked what we saw."
"What do we know about the beyond? Do we know what's behind the beyond? I'm afraid some of us hardly know what's beyond the behind."
"I am what you call a 'controversial figure.' People either hate me or they despise me."
"The only thing that keeps me alive is the hope of dying young."
"The best thing is not to be born. But who is as lucky as that? To whom does it happen? Not to one among millions and millions of people."
"Ladies and gentlemen, it is my sincere wish that immediately after my death, my head be severed from my body, and that it be replaced by a bouquet of broccoli. It's the artist in me."
"You can train a rat. Yes, if you work for hours and days and months and years, you can train a rat. But when you're done, all you'll have is a trained rat!"
"What this country needs, and I'm not joking, is a dictator. I feel the time is right, and the place congenial, and I am ready. I will be strict but just. Heads will roll, and corpses will swing from every lamppost."
"My name, as you may have guessed, is Theodore. I come from a strange stock. The members of my family were mostly epileptics, vegetarians, stutterers, triplets, nailbiters. But we've always been happy."
Of course, the source of these quotes being Wikipedia, I can't swear by the authenticity of them all, but they do ring true. (I'm a little suspicious of the broccoli one, though.)
He's probably best known for his frequent appearances on Letterman, but he had a long-running show in a small theater in NYC, not far from where I used to work. Unfortunately, I never went.
My friend Kim met him at a party a couple of years before he died. He was drawn to her and said he wanted her to star in a movie he was planning in which she would play a woman who goes mad and starts killing people.
Kim didn't quite know how to react to that. (I can't remember if she knew who he was when they met of if she found out afterwards.)
On Letterman, found on YouTube:
I have the feeling that frequent TVB visitor God Is My Codependent might have something to add.