That doesn't stop him from being interested in what other people do for a living, and over two series - and an upcoming third - he tried out a few new vocations in the BBC's Rhod Gilbert's Work Experience.
To mark the DVD release of series one and two, Digital Spy got on the phone with Rhod to ask him all about the show, his comedy pal Michael McIntyre, and the future of stand-up.
How did Work Experience come about?
"Originally the idea was quite different, as is often the way. They approached me and said, 'Do you want to do something like naked wrestling in Cornwall and battle recreation' - more quirky stuff. I went, yeah... maybe. Then we thought of a toughest job kind of line.
"Then we said, 'Why am I looking to make my life difficult?' I'll do other people's jobs, meet some characters and it'll be a bit of a laugh and let my sense of humour come through. Hopefully we'll let the characters in those jobs shine through as well... People say, 'Oh, I could never do your job'. I inevitably think, a) of course you could and b) I could never do your job."
What job did you like the most?
"The one I've enjoyed most by about a million miles is coming out in a few weeks on the third series. It was teacher. I absolutely fell in love with it to the degree that I possibly may retrain."
Do you think that being older gave you an edge over younger stand-ups?
"I don't know really, it's hard to say isn't it? I've never especially felt I had an advantage or was more experienced in life or anything like that. It maybe brought a bit of discipline to what can often be a fairly chaotic world.
"But I never felt for a second, 'Oh, look at these young kids without any life experience'. I'm not one of those people that subscribes to that thing that you need any life experience to be funny or to do stand-up. Ross Noble was doing it about age 14 and I imagine he was hilarious."
Your colleague Michael McIntyre has been mocked by some of his peers, what do you think the root of that is?
"It comes from several different places with different people. If you were talking about Stewart Lee's criticism of him then it comes from one place, and some other people's criticism comes from quite another place. I wouldn't want to lump them all together.
"All I will say is my experience and what I feel, and I worked with him on the circuit for many years, and I never once saw anyone top him on a bill. If he was on a bill, he was the best on that bill. He did the best with that audience, he got the most laughs. The biggest laughs from the audience, and if that's how you measure stand-up then every single night he was the best on the bill, I never saw him beaten.
"That was whether he improvised, or did a set. He improvised a huge amount and was still the best on the bill. And I absolutely knew 100% that if the right management and stuff got hold of him that he could be enormous and that's come out as right... I certainly don't think what he does is easy."
Why is stand-up so popular at the moment?
"I'm sure there's lots and lots of reasons. We were talking about Michael McIntyre and I imagine his Roadshow and things is one of them. Putting it on TV in a very mainstream environment on BBC One at a peak time on a Saturday night.
"Putting stand-up there with very capable, trustworthy hands that the public can trust and the BBC can trust, I imagine that did a lot to get stand-up out of the clubs and into their living rooms and on to their DVD shelves. I'd say he's part of that, but before that I don't really know."
What do you think about its future? Is the bubble going to burst?
"I think stand-up now will burn out. I think probably sketch or something will come back into fashion. I think other forms of comedy will replace stand-up. There's so many more people out touring and so many more DVDs, I just don't think this is sustainable at all."
Your last DVD was called The Cat That Looked Like Nicholas Lyndhurst - do you know Nick at all?
"I've never met him!"
Did he get in touch about it?
"No... all I know is that our people contacted his people. I just think he had no idea about it and wasn't remotely interested. We had to put a thing on the DVD which said 'This DVD has nothing to do with him, it's not endorsed by him'.
"It barely mentions Nicolas Lyndhurst, it's just a cat that looks like him. That's the only involvement he's got in it. It could have been anyone had the cat looked like them."
You've done a lot of panel shows - do you think there are too many?
"I can see the appeal of panel shows to commissioners. It's fairly cheap to make and it's fairly reliably watched in fairly significant numbers. If you get the right combination of people and the right format, then I think a panel show is wonderful. I think Have I Got News For You is brilliant, I think Would I Lie To You is fantastic."
We love Would I Lie To You here...
"In the old days, there were things like Call My Bluff, they were sort of gameshows, panel shows. When they're right, they're brilliant. I do think they're trying too many but then how do you get the right one, the great one, that runs for 20 or 30 series without trying stuff?
"I think there's too many of them that are out, definitely, and I think the public to some degree are already sick of them, but I can see why the search goes on for getting the right one. It's just perhaps not so many of them should make it onto television."
"An incredible moment. A highlight. The highlight, no doubt, of a ten-year career. When they rang me up I howled with laughter. She said 'What are you laughing at?' I said, 'What do you mean, what am I laughing at?! What are you talking about? If I'm Wales's Sexiest Man then God help us is all that I can say'.
"I thought it was like a piss-take at first. I said to them, I think it's because we're in a recession, next year normal service will be resumed. I'm the credit crunch Sexiest Male. Hugely embarrassing, and every single TV interview I've ever done... even Des O'Connor brought it up in a take-the-piss ironic way. And I'll never forgive him for that."
Rhod Gilbert's Work Experience Series 1 and 2 is available on DVD on Monday, May 21. You can pre-order it here.
Watch the trailer for series three of Rhod Gilbert's Work Experience below: