Illinois native Bob Odenkirk worked frequently as a stand-up at the Second City Theater in Chicago before joining "Saturday Night Live" (NBC) as a writer for four seasons (1987-91). After a stint as executive story editor for Fox's "Get a Life" (1991-92), he wrote and performed for the short-lived "The Ben Stiller Show" (Fox, 1992-93). With fellow "Stiller" writer David Cross, he formed a comedy partnership and financed (using $18,000 of their own money) a series of showcase stage versions of what would become HBO's "Mr. Show with Bob and David". Since its debut in 1995, "Mr. Show" has amassed