Seconded!
No written description can do this justice. Even twenty-six years later, I’ll think of this sketch and laugh.
I think Dale was Gary Kroger.
The Chippendale’s one is up there.
They had a skit on the Clarence Thomas confirmation hearings that was an all-timer. The discussion leads from Thomas’ various harassment allegations to favorite porn films, what types of porn are best for seducing women, general hook-up tips (Hartman as Ted Kennedy: “Another way is to get them out on your boat, because then, well, they can’t get away”) and ends with Long Dong Silver as a character witness.
Also “Dysfunctional Family Feud” again with Hartman as patriarch of a seething family, and Christian Slater as the rebellious oldest son. Each answer was met with a sarcastic “Oh, Good answer” and pathetic clapping. One question was “Name something you might find in your closet?”
Oldest son: “A gun”
Dad: “You don’t have the guts, punk”
Son: “No, no, it’s there, you’ll see.”
Daughter’s (Victoria Jackson, I think) answer: “My Daddy”
Dad: Nervous shuffling and trying to laugh it off
Plus a bunch of other lines I don’t remember. Great stuff
In my list of greatest skits ever, I would bet Hartman is in 75-80% of them. 
The Nude House of Wacky People
Satan’s Mystique: set in Hell, with Patrick Stewart as Satan and David Spade, Norm McDonald, and Rob Schneider as his sarcastic underlings
The Census (hulu): Census worker Tim Meadows interviews Christopher Walken at his surrealistic best.
I liked Bass-o-matic and Donuts.
See, I’d have voted for this one as one of the All-Time Worst SNL One-Off Sketches.
My vote for the best would be the Chris Farley motivational-speaker-guy (“In a van, down by the river!”). I think there are a few of these but the one I’m thinking of is when a mom & dad ask him to come to their house to talk some sense into their kids, one of which is played by David Spade. Farley’s doing his thing and Spade can’t contain his laughter, & then Farley does a belly flop onto the coffee table. Good stuff.
ETA: And, I just realized that since this was a running skit, it breaks the rule of the thread. Ooopsies.
I always remember Brad Hall yelling “Dale! Dale! No, no Dale!”
My favorite from (somewhat) recent times – Queen Latifah pitching Excedrin for Racial Tension Headaches.
–Cliffy
This one was what is normally a throw-away later sketch in the show, but Christopher Walken as the gardener who puts googly eyes on plants had me laughing harder than anything in recent memory.
What is so funny about these sketches is when the performers start cracking up. It’s those rare “this show is live” moments that to me are the most memorable and the funniest.
Jingleheimer Junction.
Some of these being mentioned aren’t one-off sketches, but recurring ones.
Anyways, the Farley/Swayze Chippendale dance-off is hard to beat.
Amy Poehler’s Sarah Palin rap was pretty awesome–especially when the fake Todd Palin shows up in a snowmobile outfit. And I totally lose it when she shoots the moose.
I remember a funny Aliens parody they did, with Dennis Miller as the android lying cut-in-half on the floor gushing fluids, and at the end the marines all unload their weapons on the alien that is about to step out of the elevator and it turns out to be… E.T.
There was also an old sketch where a character (Dana Carvey?) is putting on some Chapstick and his friend says “Oh, Chapstick! Can I use it?” He obviously is grossed out by the idea, but he reluctantly lets his friend use his chapstick. As the skit progresses, characters with progressively more disgusting mouths keep walking by before he can put it away and ask to use his chapstick, including a dirty homeless guy, a prostitute with sores on her mouth, and culminating with an alien who beams down and has large, disgusting, blistery lips.
Another one I remember from those days: It was the first time I had ever seen Penn and Teller and they did a whole sketch where gravity seemed to be reversed–everything 'fell" upward. It was all very clever and of course at the end it’s revealed that both they and the camera were hanging upside down the whole time.
The funniest one-off is without a doubt the Chippendale’s tryout. There’s no contest.
That’s not even the funniest thing ever said about their engagement. After he proposed, Sarsgaard went off somewhere to film Jarhead. Which lead to this line in a magazine interview:
“After I got engaged, the first thing I did was hang out in the desert for a month naked with her brother.”
“I think he smells my dog!”
What is that?
What is that thing?
What is that?
Oh! I know what it is…
…
…
What the hell is that?
Mr. & Mrs. T’s Bloody Mary mix. Watching Mr. T standing behind Jane Curtin in a bald wig trying and failing not to laugh killed me.
Richard Pryor & Chevy Chase interviewing a janitor & word association.
My favorite moment in the Weekend Update has to be back when Anti French hysteria had us renaming French Fries as Freedom Fries, and their line was ’ In a related story, in France, American cheese is now referred to as idiot cheese.’
There was a recent episode that had a sketch with Zac Effron and Andy Samberg going to a bar that was rumored to not check ID’s. After some banter with the bartender, Samberg says “The crowd here does look a little young.” And the camera cuts to a scene of three pre-teen children at a table, knocking back shots.
Later in the sketch…
[Bartender brings two drinks to ZE & AS]
AS: We didn’t order these.
Bartender: They compliments of a couple of ladies. Be careful, those ladies are gerbils?
ZE: Gerbils? What are gerbils?
Bartender: They’re the opposite of cougars.
Camera cuts to two pre-teen girls, smiling and waving at the guys.
My favorite is the bush/gore debate from the 2000 election.
“lockbox.”
The “Colombian Crystals” sketch, which was a take-off of those commercials where they replace restaurant patrons’ regular coffee with Folger’s, or whatever. They go up to interview Chris Farley, and tell him that they’ve replaced his regular coffee with “Genuine Colombian Crystals” coffee… and he goes COMPLETELY APESHIT. It ends with this tableau, with his arms outstretched as he bellows in rage, and his wife kneeling at his feet weeping, and people running away in the background. (Edited to add: I found a link to this.)
I cannot remember ever laughing as hard as I did at this sketch.
My favorite Weekend Update line, by the way, was one of Tina Fey’s, right after 9/11. I looked it up online because I couldn’t remember it word-for-word:
“On Monday, Attorney General John Ashcroft issued a terrorism warning asking all Americans to be on high alert this week. Then on Friday he announced that the period of high alert will be extended indefinitely. I think I speak for all Americans when I say: Bitch, I can’t BE any more alert than I already am! Okay, I’m opening my mail with salad tongs, I take my passport into the shower with me. I’m watching so much CNN I’m having sex dreams about Wolf Blitzer. How 'bout this: you be on full alert. I’m gonna freeze my head like Walt Disney, and you can wake me up when everything’s cool. Okay?”
“Okay… we’ll say he was drunk” -puts bottle of booze in dead ETs hand " and waving a gun around." -puts pistol in dead ETs other hand.
Dana Carvey as Bill Paxton “It’s game over man!”
Yep, good episode all around. Carrey and Meadow’s ‘hot-tub life guard’ sketch was also hilarious.