A city dweller all his life, Roy grew up in Chicago's ethnically diverse Rogers Park neighborhood as the son of an ex-Jesuit and a psychotherapist. Growing up white and Catholic in a neighborhood full every ethnic and religious group imaginable gave Roy a unique perspective on getting along in a crowded world.
Roy began his professional career at the famous Zanies Comedy Club on Wells Street in Chicago's Old Town. He went on to tour the country's best clubs. In 2003 he appeared on the CBS television show Star Search and was its first champion, earning $100,000 and a development deal with CBS.
Roy appeared on Comedy Central's Premium Blend & CBS' The Late Late Show with Craig Ferguson. Roy contributed an essay to Collegehumor.com that was collected in their nationally released book. Roy appeared in several episodes of NBC's Last Comic Standing where he advanced to the semifinals of the reality