Some of the writers I admire who seem very very funny and very emotional to me can develop a closeness with the reader without giving too much of themselves away. Lorrie Moore comes to mind as does David Sedaris. When they write the reader thinks that they're being trusted as a friend.
It's a funny show. The characters are surprisingly likable given how ugly they are. We've got this huge cast of characters that we can move around. And over the last few seasons we've explored some of the secondary characters' personal lives a bit more.
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With improv it's a combination of listening and not trying to be funny.