NEW YORK (UPI) - In days of old, comedians had to swipe material by sitting in another comic's audience with pencil and paper ready to jot down the jokes. Today, it is much easier. They just buy the record albums. Such performers as Mort Sahl, Peter Ustinov, Mike Nichols and Elaine May, Irwin Corey and Shelley Berman have made some choice bits available on long-play records. The Foibles of Man The latest to join the trend is Jean Shepherd, a Chicagoan in his mis-30's with a knack for spotting mankind's foibles and expressing them in wildly amusing, perceptive monologues. No sooner did Shepherd deliver a routine about real live old-time Chicago White Sox ball players on "The Steve Allen Show" than he was whisked off to a recording studio to commit that monologue and many others to vinyl for Elektra Records. When he's not a guest on TV shows, Shepherd fills about five hours each weekend on a New York radio station, WOR, with his remembrances of things past, monologues against present-day "creeping meatballism," and anecdotal ad libs about the way "things really are." He also invites his audience to write in - if over 21 - for such things as a glossary of favorite GI expressions. Spoofs the Comics His record album contains a very small sampling of his far-ranging approaches to world affairs, literature, politics and South Side Chicago. He even ribs some of the comics who are considered controversial. "The big thing today," Shepherd says, "is to be non-controversially controversial. You do this by standing aside from everything and making everything your target. To be genuinely controversial, you must take a stand somewhere and flail away at the things you are against. Some of these comedians get reputations as controversial just by saying words like 'Ike' and 'golf.' They don't have followers, they just have acolytes." Ironically, Shepherd has found that it can be easier to do his comedy on a religious program than on a comedy show. For Busy Mothers "Steve Allen wouldn't let me do a thing about a plastic mother's knee with built in recorded inspirational messages. It's for mothers who are too busy to spend time with their kids. The plastic knee enables the kid to grow up alongside mother's knee, just the same. "I finally did the monologue on a religious TV show. And on Mother's Day, too. You see," Shepherd explained, "our new icon is to the desire to be approved by all. To be truly humorous, you must risk offending someone, losing approval. Comedians who worship that icon of approval find it hard to be humorous. But religion is seeing all its i