Personally, I can't stand that guy. The first "Silence, I'll kill you"'s might've been funny ... But everything afterwards wasn't worth watching, I couldn't even force myself to finish it. Don't understand why it got so many views on youtube, in my opinion there are much better comedians out there.
That's the only thing I know of Jeff Dunham though, so I can't really say something about him except that I didn't like Achmed, the dead terrorist. Maybe his other shows are funnier, dunno.