Even though this montage is awesome, please don't think that comedians want you to heckle them just so they can appear in Internet montages. They'd rather just do their sets.
Heckling sucks. No comedian goes on stage thinking "I hope that instead of delivering the routine I've meticulously prepared, someone will interrupt me and I'll have to rescue the evening from complete disaster." But it's also just as certain that people in general love clips of comedians destroying hecklers. I think it's because for most of us, when we're faced with some complete idiot who is keeping us from doing our jobs or living our lives, we have to remain relatively polite. Comedians, on the other hand, get to respond exactly how they want (despite the fact that inside, they may well want to walk off the stage and hide, because they're all desperate, shy people). And we all love imagining we're the person who gets to destroy the random assholes who interrupt our flow.
If you've ever wanted to feel like that, enjoy this compilation from Digg of comedians from Richard Pryor and Rodney Dangerfield all the way up to Hannibal Burress responding to idiots with reactions ranging from polite misdirection to direct, profanity-ridden assaults.