They are quite genius in parts, though their show is pretty lame for the majority. If they stuck to their songs it would be better. I watched a documentary they did about going to the south by southwest festival and they did a showcase in the New Zealand tent and were drowned out by the Australian goth rock band in the tent next door which was then part of a sketch in their show. Not sure if it made it funnioer or not though!
Worth a check for the songs, not the straight up comedy stuff IMHO