This sketch writing exercise combines all three types. The premise and location of the sketch are okay, but you're going to use interesting characters and some added conflict to make it even stronger.
Here's the scenario: It's World War II and two soldiers are stuck in a foxhole with a battle raging around them. Suddenly, their walkie-talkie crackles to life and a voice tells them that there is no air cover and they have to be left behind. Although there is no way that they'll make it out alive, they will die heroes. The soldiers are devastated, but they still put up a brave front. One soldier tells the other that he needs to get something off his chest before he dies — a secret that he needs to confess. He reveals the secret to his fellow soldier. (You decide what that secret is.)
After the confession, the walkie-talkie comes back on and it's the same voice as before. A horrible mistake has been made; the coordinates were all mixed up, and they are going to be fine. In fact, a rescue party should be arriving for them any minute to take them back to safety. Now the secret is out and it won't die with them. What happens next?
At first glance it might seem limiting to have the basic plot just handed to you, but there are enough variable elements to make it interesting. The soldiers' characters and the nature of the secret are enough to give you an infinite number of possibilities, all of which can make the sketch uniquely yours.
Is one soldier, young, naïve, and sacred, and the other is a battle-hardened career soldier? Is one calm about his approaching death and the other a mess? Is one a simple country boy and the other a Harvard graduate? Is one of them an enemy spy? Is one the other's long-lost father? Is one of them just a temp and really shouldn't be there? Does one want to be a hero and die fighting, while the other wants to surrender? Is one hoping he'll be captured and tortured because he's a masochist?
What is the secret? Is one in love with the other? Has one soldier been sleeping with the other's wife? Is one of them a space alien, a robot, or a time traveler? Is one soldier confessing to a murder? Is one soldier really the other soldier's wife, who pretended to be a man and enlisted to keep tabs on her husband and make sure he didn't cheat on her?
How do they resolve the situation? Does one kill the other? Do they just act like nothing happened?
You get the idea. There are an infinite number of possibilities for comedy. It just takes some thought and a little time to come up with something great. Sketches are a great way to try many different comedy styles and one of the best ways to learn how to write for other people.