The story was about a comedian named Dylan on a space colony (might have been a Dyson sphere) named Skinner. The populace of the Sphere had been implanted with some sort of conditioning to ensure a minimum of disruptive behavior. Eventually Dylan showed on TV the nature of this conditioning by telling a tragic story using sentences he had used as punchlines in his routines. Apparently you could also fly in the low gravity of the colony. I know it seems like I remember a good deal of the story, but apparently it's not searchable information. If anybody could help me with this, I would really appreciate it.
Sounds like it might be "Walden Three" by Michael Swanwick. It was first published in New Dimensions 12 and reprinted in Best Science Fiction of the Year #11. The Google Books page for the latter has tiny tiny snippets matching the names (and a very incomplete table of contents). Here's a review that matches the plot:
The anthology leads off with Michael Swanwick’s ‘Walden Three’, about an L5 colony where all 10,000 inhabitants are required to be outfitted with an implant that guarantees happy behavior. A clown / standup comic / mime tries to rebel.
ISFDB has bibliographic information. And you might recognize the cover or other stories from the first two links.