I'm going with a celluloid theme today.
When someone mentioned Blades of Glory in my other film thread it got me thinking as to what would be my favourite film of his. And it's harder than I thought. Obviously Anchorman is a classic, and still makes me LOL when I watch it. However I'm not sure it's his funniest film. I think this is.
SRS. Laughed myself hoarse watching that.
He's also decent in Stranger than Fiction, though that's a bit schmindie for me.