(from my book 'Standup Comedy with a side of Chili')
Forgive them for they know not what they do, ...but if they do it one more time!
First apply patience, every person that says something during your show is not necessarily a heckler. Many times they're just agreeing with your setup or feeling your passion for a topic.
The nature of stand-up theater is so personal that it lends itself to a comment from an audience member, know this... foretold is forewarned. One of the simplest ways to ward off a verbal offender is to ignore.
Try that first. IGNORE! It's subtle yet powerful.
If he/she continues you will have to respond or you won't seem in the moment. Never let the heckler get the upper hand, if anything remind them that they are not just in your way, they are in the way of the entire audience having a good experience.
Often a comment from a person is not heard by a significant amount of the audience to warrant a return jab., especially if they are right up front. Be aware of this and make sure the entire audience knows somebody is making comments.
Make certain you pick your shots. Wait. Hold for the right time. You don't want to be perceived as attacking. When your audience finally recognizes he/she heckler is becoming a nuisance THEN you may return fire. Too soon and you are the bad person.
One of the tricks I use on somebody that won't play along and continues to talk is I get their name, or I give them one. That way I can now refer to them as being a nuisance and the audience is on the fact 'Scooter' is being a problem. With the audience behind you a heckler doesn't stand a chance!
Look on the bright side, disapproval means somebody's listening. ;)