The trouble with most sketch comedy is that it's built around a joke as the premise, with no real resolution. So, usually, there's a funny setup, a bunch of jokes, and then...it just kind of peters out. Perhaps you're familiar with this storytelling shortfall -- you should be, if you've ever watched Saturday Night Live.
I've got a lot to say about The Sketch Show, which I caught last night at the Mainline Theatre, but first, I have to expound upon The Birthday Boys; specifically, last night's opening sketch, which was, by far, the funniest shit I've seen in a long time.