The only things I've seen her in are Ghostbusters: Feminist Edition and the recent SNL sketches, and she steals the show in both. In fact the main reason I watched those sketches was because of her. I'll have to check out her other stuff.
At the age of five, Skagra decided emphatically that God did not exist. This revelation tends to make most people in the universe who have it react in one of two ways - with relief or with despair. Only Skagra responded to it by thinking, 'Wait a second. That means there's a situation vacant.'