Want to be funnier? You gotta listen to more comedy... A great way to listen to comedy these days is on Pandora. It's like going to a club without having to deal with the two-drink minimum or the heckler at the table next to you. Of course, most of this material was created in clubs with two-drink minimums and hecklers, so that's its native environment. Being funny in conversation shouldn't sound like being funny on stage--just because Jim Gaffigan is hilarious, it doesn't mean that it will be hilarious to talk just like him at your next party.
Nonetheless, listening to a lot of comedy can help you get into the rhythm of it all, to bring the premise and punchline structure into your subconscious, so that eventually one day you'll start to use this structure, but your own voice will come through.