Most small-scale comedians I know love hecklers, because it spices up the routine they've probably rehearsed a million times. It's kind of like the NOFX thing: take that back 30 someodd years and you were used to guys bumrushing the stage. A comedian's retort is basically a verbal kick to the head. But the bigger you get.. I'm just assuming that if you call Louis CK fat from the audience you get escorted out by security before it becomes an issue.
I still feel bad about this one time I was at a comedy club and everybody else's heckles were really stupid, but the guy seemed to be working with it and enjoying it, so I yelled out "You know what's funny? Jokes!" That got more laughter than anything else that entire night but after that the guy just kinda bombed through his routine.. luckily he's a pretty famous comedian in LA now so I don't feel too bad, but I still wanted to buy him a drink or something, that's how shitty I felt for being such a dick.
I love it when people are kind and friendly and have a good time together. The only people who should get smashed in the head are bullies and also dragons.