His first gig may have been opening for Sam Kinison, and Last Comic Standing may have put him on the mainstream map. But Ralphie Mays place in Opie and Anthonys stable of go-to comedic personalities and subsequent appearances on the shock duos Traveling Virus Comedy Tour have endeared him to radio audiences nationwide. Its in his live appearances, however, that May truly shines. He forgoes the obvious self-deprecating fat jokes to reveal a no-nonsense, socially aware style that combines earnest enthusiasm, outlandish facial expressions and a hip-hop-influenced flow. Heres hoping his impending fatherdom does little to dull his well-honed edge. May headlines the Improv at the Majestic Theatre (7430 Northwest 87th Street) today through Saturday at 7:30 p.m., with additional 9:45 p.m. shows Friday and Saturday and a 7 p.m. show on Sunday. Tickets cost $18 to $20. Call 816-587-4500 for more information.