Charlie Chaplin is the one with all the acclaim (and after watching City Lights he earned it), but Harold Lloyd and Buster Keaton deserve special mention as well. Those guys were funnier and did much more dangerous stunt work (and better trick photography). What they were missing though was the pathos that Chaplin brought to the screen. The Kid, City Lights, Modern Times and even The Great Dictator weren't merely funny, but were emotionally moving. It's more than enough to make up for the fact that he wasn't as much of a stuntman.
They're all great though, and some of their best are in the public domain so go watch them! Outside of the Chaplin films I mentioned I'd suggest One Week and Sherlock Jr. by Buster Keaton, and Safety Last! by Harold Lloyd.