I was going to suggest The Gun Seller before I even read Lisa Marie's post!! I can't believe someone else has read it! It was on my list for ages, but it was out of print for a while. I finally found a copy at my favorite used bookstore, and I finished reading it last week. Loved it. Love Hugh Laurie and his dry, English wit. I think it would make a good movie.
Anyway, if you like David Sedaris, then you might enjoy books by Paul Feig and Dan Zevin. Both have great senses of humor, although not as twisted as David Sedaris. Paul Feig was the lead writer for the Judd Apatow TV series, "Freaks and Geeks." His two memoirs of his teenage and college years are very funny: Kick Me and Superstud. Dan Zevin's book The Day I Turned Uncool is also funny - it's from the perspective of someone who's finding himself more settled-down compared to his "wilder" days. His other books deal with the life of a new college grad and newlyweds, but I haven't read them yet.
I saw David Sedaris at a lecture last year, and he was hysterical. He read a few new stories that will be in a future book. I'm hoping it comes out soon! I think his sister, Amy Sedaris, has a book that's supposed to be funny, but I've not read it.
I also love British mysteries (Dorothy Sayers, PD James, etc.), but my favorites are by Martha Grimes (an American). Most are set in England, but a few aren't. The main character/detective is Richard Jury. Quirky characters, great prose.
Those are the few I can think of off the top of my head. I'll have to look through my bookshelves for ideas!