Jeff Dunham: Arguing With Myself is the first Comedy Central special featuring Jeff Dunham. It features Dunham in Santa Ana, California.
- Walter: A grumpy old Vietnam war veteran with an attitude. He obviously doesn't give a damn about anything or anyone. He also hates his wife.
- Sweet Daddy Dee: Jeff's new manager from the street. Says he's a "Player In The Management Profession. PIMP." According to Sweet Daddy, that makes Jeff the ho.
- Bubba J: In Jeff's own words, "Pretty much just white-trash trailer-park." Talks about NASCAR, drinking beer, and his wife.
- Peanut: A purple woozle from Micronesia resembling a small caricature of an ape. Wears one red Converse shoe on his left foot. Walter said he's like "a frickin' Muppet on crack."
- José Jalapeño on a Stick: A jalapeño pepper on a stick or "steeeeek" as he says it with a Hispanic accent. He is partnered with Peanut, who frequently mocks him for his being on a stick, being a pepper, and also being a Mexican.
The special was released on DVD and on Blu-ray Disc later. This was the first special that had a choice of the censored or uncensored versions of the special. The only other one with that choice is Controlled Chaos.
- Puppet Bloopers- Two bloopers, Peanut's hair flies off and Walter's arms uncross.
- Violation of the Peanut Doll- Walter introduces a video of a small dog humping a Peanut doll.
- Walter's Goodbye- The camera approaches Walter and Walter states he doesn't do interviews and he'll "kick your ass to Calcutta".
- Audio Commentary- Commentary on the special by Jeff and Kelly Asbury (author of the book, Dummy Days and co-directed Shrek 2).