Sites Holmquist trys, and often fails, to go no more than a couple of days without visiting (some of which Holmquist regularly swipes links from without attribution)
The packaging to the Mr Show: The Complete First and Second Seasons 2-disc set says that the first episode of Mr. Show, "The Cry of a Hungry Baby," aired on November 3, 1995. However, given that the top notch sketch comedy program was advertised being on at midnight on Friday, I suspect that it really debuted on November 4, unless you want to break all protocol and count the Pacific Time Zone or want to consider Mr. Show an entity that existed before it aired on the teevee.