I think the three all-timers are Hammond, Hartman, and McKinnon. Not really known for one or two characters, but fully invested in everything they do. Myers and Carvey are sort of in that camp too, but they relied a lot on established, recurring characters (Wayne's World, Church Lady, Massive Headwound Harry, Sprockets, All Things Scottish, George Bush, Effemenite Heterosexual, etc.). You don't see that as much with the current writers (Colin Jost, Michael Che). I miss stuff like The Californians, Donatella Versace, Prince, Stefon, The Porn Stars selling stuff, etc.. Every now and then you will get a host who has kind of a recurring chracter which can be fun (Johansson with the chandeliers, Stone with the swimsuit model, Timberlake with the wrappingville, Hanks with David Pumpkins, etc.).