I think I can compensate for your lack of awareness in that I bought four CDs (Arizona Bay - what if California fell into the sea - was one) of his material and [I think] a VHS.
I ought to dig them out again. While his material was edgy at the time, it seemed to come from a genuine philosophy to hold the subject matter up to critical inspection rather than a simple desire to shock.
He used paradox in an interesting way. His response to menacing redneck Christians after a gig where he poked fun at Jesus - "so, forgive me" (he of course told it better)