Usually the famous ones already mastered reading the audience, AND/OR already know what works and goes with those jokes. Maybe their audience is predisposed to like their material.
I recently saw Kimartin’s stand up—where she banters with the audience, hears what they have to say and almost like improvises as she’s going. I think its awesome and a good lesson. We can’t just go off our pre-written material without being flexible.
http://www.youtube.com/watch?v=2aq_AXyGL0c
She calls out when people don’t laugh, says things like “You didnt laugh cuz I’m a woman..” and it’s true, some of her material is pretty stunning. No wonder she got picked up by the Conan show as a writer.
Good luck out there.. feedback is key, and your audience will not lie.