(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.