Some friends of mine went to see Russell at the Colston Hall in Bristol last year, and I declined having never heard of the fella. I'd never really bothered with Mock The Week and didn't have a digital radio at that point, so he was a completely unknown quantity to me. Then my girlfriend had this DVD bought for her for Christmas. I was instantly gutted that I hadn't seen him at the Colston Hall!
Russell is an elastic-faced, multi-voiced whirlwind of energy, jokes, warmth and pathos. He has an ability to bring in a crowd and carry them along with him. As others have noted, he is quite fast and jumps around an awful lot. This means you can lose the thread if you're only half concentrating. But the sheer wealth of material means that this is likely to be a DVD you return to many times over and are still discovering new jokes and things to laugh at on your third or forth watch.
Being a fellow Bristolian, I particularly enjoy his excellent Brizzle accent! He also has a face which lends itself well to comedic poses, particularly when he's portraying kids.
I rectified my mistake of not seeing Russell when I had the chance by going to see his new show at the CIA in Cardiff. It were lush!