I really hope this is the ultimate April Fools' joke...
That's what I thought too, when Howard Stern and some blogs were the only ones reporting it.
Now MTV, Comedy Central and the "real" news sites have it too:
Comedian Mitch Hedberg Found Dead In New Jersey Hotel Room
http://www.mtv.com/news/articles/1499352/20050331/hedberg_mitch.jhtml
That's what I was thinking.
Just so I'm on the record for thinking that... if it is a joke, put me in the "I told ya" column.