Before you start doing sketch comedy on your own, it is important that you watch the professionals in action. Watch and study how the actors and comedians deliver the dialog, act and carry themselves during the scenes. There are a lot of shows that you can use as both lessons and inspirations such as “Saturday Night Live”, “Mad TV”, “In Living Color”, etc. If you do not get these shows on your cable, then watch them on Internet. YouTube is a great place to watch these shows for free.
Impressions are the key element in sketch comedy. You need to become a caricature by wearing wigs, putting on make-up, wearing a mustache, speaking with an accent, etc. Parodies and exaggerations can make impressions even more entertaining.
Rather than using a predictable or conventional setting in a comedy sketch, aim for originality. Everyone expect to see doctors in hospitals and police in police stations. However, by putting the two in different locations and interacting with different kind of people, basically celebrity fakes, the comedy sketch would not only turn out to be more original, but will carry a greater amount of surprise element and thus keep the audience interested in knowing how the act unfolds.
Instead of simply relying on dialog, try to make use of physical settings such as props in your sketch comedy as well. There are many ways in which props and pratfalls can generate laughter. The effect is even greater when they are combined with a dialog that is heavy on hilarity.
Improvise while practicing a comedy sketch. By letting your imagination flow freely, you will be able to come up with really good and original material. Let your own sense of humor guide you to become a better actor and comedian.