YouTube user "Puppet Dump" has uploaded an episode of CityKids, and the "Inside the Head" characters are different puppets from the ones currently pictured on the wiki, which appear to be promo photos.
At the Grammy performance with Cee Lo, the Captain that appeared was the one from the promo picture, but the Libido that appeared was the one pictured here. Also, Lieutenant is played by David Rudman, but I couldn't identify the other two voices.
The captain is Joey Mazzarino. I think, since the credits distinguish him above the others, the Libido is John Henson. But, the credits may not be totally accurate because I'm 99% certain Louise Gold was one of those hot dogs and she's left out of the credits.
I know this discussion is old but, Nophi Mitchell said Thank you so much for posting this! You brought back so many awesome memories! And yes, This is definitely the pilot episode. I played one of the gossiping muppets on the phone (corded phones lol). They ended up giving them a complete makeover.