What about Opera Man... I loved so many of the Adam Sandler sketches. SOme of his other songs were so funny.
Don't forget Dana Carvey as George Bush Sr, Phil Hartman as Clinton, and Dana Carvey again as Ross Perot. The debate scene with those 3, wherein Clinton envisions Bush as an old lady, Bush envisions CLinton as a toker, and they both envision Perot as a vertically challenged member of the Lollipop Guild from the Wizard of Oz... priceless. Carvey does an amazing Perot.
My kids howl over the Will Ferrell sketch "Dissing your dog"...
Dana Carvey as Massive Headwound Harry was funny too...
I still recall once sketch, however, that was SO funny, and I have yet to find it on ANY of the SNL DVD collections -- remember "Jord-Aid" ? (like Live Aid, but for Michael Jordan when he retired from basketball). Each SNL member played a different musician (I think Farley was Meatloaf, and Carvey and Myers were the Proclaimers... ) I can still see Carvey and Myers singing the "Walk 500 miles" chorus... "Michael Jordan! Michael Jordan! Na nana na nana na nana na nana na na na!!" and someone else (was it Sandler?) as Vedder/pearl jam singing, "OooOOOHHHhhh WEEEEEE--AHHHHHHHHHH Weeba-lamma-Who'sa-Pippen-gonna-pass-the-ball-tooooooo, UUHUUHHH YEAHHHH!"
Anytime they did musical compilations (with Sinatra, for example), it was always funny to see the different SNL cast members poke fun at the musicians.
I also thought the Hurlihey boy was funny. Sandler: "Please let me water your plants. Please. I'll take good care of them. PLease?" (and then Chris Farley... "FOR THE LOVE OF GOD -- LET THE BOY WATER YOUR FREAKIN' PLANTS!") Whatever -- you get the idea.