A Suggestion

As comics mention videos of their sets, I often hear some variety of "I want to see what I'm doing wrong."

I'm by no means the expert here; most of my comedian friends have more experience than I do.  Even so, I want to suggest that if you listen to audio or watch video of your comedy, look for and focus on the things you did right.  The things that went well are probably representative of your strengths, and you're much more likely to build up those strong points than turn weak areas into strengths.

I don't mean to say that things that went wrong deserve none of your attention -- it's important to shore up your weaknesses.  You'll see the problems no matter what, though.  Most of us are more likely to cringe at a minor slip of our own than even see them in other comics' work.  What I'm saying is that the minority of your effort should go to shoring up your weak areas, and most of your energy should go into duplicating and building on the things that went well.

Play the good parts over and over.  Give yourself permission.  It'll be a lot more productive and a lot more fun.