Yes, he did. Al Gore says “I’m a twelfth-level Vice President!” I think it’s even funnier when he’s Emperor of the Moon, though.
The Al Gore bits are even funnier when you realize that his daughter is a writer on the show.
I don’t know that I can pick a favorite episode. I’ll have to say the star trek one, or the final one with the devil’s hands.
Favorite line is easy:
“Anything is possible if you can only imagine it, that’s the wonder of being a scientist!”
My favorite episode is The Sting, which is easily one of the finest half hours of television ever produced.
Some favorite lines:
Gary Gygax: I’m [rolls dice and studies them] pleased to meet you.
Later . . .
Gore: Gary, if you don’t put those dice away, I’m going to take them away.
And, of course, “All glory to the hypnotoad.”
Quotes about that lovable rascal Bender:
When he was on the robot world: “Bender’s turned evil…er.”
When he tells Leela he wants to become a superhero to fight crime: “When it comes to crime, haven’t you always been more on the supply side?”
“You watched it! You can’t un-watch it! Stay tuned for more Tales… Of… Interest!”
“The president is choking on my gas bladder! What an honor!”
“No more snoo-snoo! The spirit is willing, but the flesh is spongy and bruised!”
I think my favorite is from when Zoidberg was getting into his mating frenzy and showed up in the pool of pregnant women.
Zoidberg: bursts out of the water RAAAARRARRRRRGHH!
I need to hurry up and get those dvds already.
er, somehow hit submit too soon…
Zoidberg: bursts out of the water RAAAARRARRRRRGHH!
sound of women screaming, then a splash and a baby crying
Man: “Is there a doctor in the house??”
Zoidberg scuttles back in “I’m a doctor!!”
more screaming and splashing, sound of several babies crying
What, no love for The Farnsworth Parabox?
This may be a bit off, but
Large brain: “Foolish earth creatures…organizing their knowlege by subject…Dewey you fool, you’ve walked right into my trap!” 
Later, when Fry outsmarts the brain:
Fry: “You’ll be trapped forever in my book, an endless labyrinth of plot holes and bad spelling.”
Brain: “And now I wil be leaving…for no rason!”
ship crashes through ceiling
Hermes: to Zoidberg “THAT’S COMING OUTTA YOUR PAY!”
Zoidberg: “Wahhhhhh!” :eek:
Leela: "You sold your body? But don’t you need it??
Bender: “Ehhh bodies are for hookers and fat people!”
Zap Brannigan: “Kiff, I have mated with a woman…inform the men!”
Shoot, I forgot. Yes, much love for the Parabox. 
“Plus it was mostly Kif’s fault.”
The hyperchicken lawyer never fails to cracks me up:
“Ah’m sorry, I thought you was corn.”
And the fact that the second Christmas (or X-Mas, if you prefer) special had a parental advisory for violence is hysterical in itself.
“We are free and fairly sober, with so many toys to build. The machines are kinda tricky, prob’ly someone will be killed…”
It’s taking every ounce of my strength not to correct your quotes. 
Instead, I’ll just list the poster’s who got their quotes wrong:
Sam Stone
Ezekiel25:17 (but just a little)
Legolamb
SolGrundy (although he did say he was paraphrasing.)
Max Torque (in this case, I will correct it. It’s “Sweet Zombie Jesus!”)
Marley23
Annie-Xmas
N9IWP
smiling bandit
Marley23 (again?!)
Menocchio
Podkayne
Little Nemo
Incubus
If you should doubt my claim to an improper quoting, let me reassure you that not only do I have every episode on DVD, have watched those DVD’s at least twice each, once with commentary, once without (although in the case of seasons 1+2 at least five time each, I would say,) I also watch them every night on Cartoon Network (well, every night they are on) and even have the episodes in…umm…other formats before they were on DVD when I could watch them whenever I wanted…which was a lot. I averaged about 2 eps per day, which translates to watching each episode many times.
Favorite episodes:
“The Devil’s Hands are Idle Playthings”
“Jurrasic Bark”
“Roswell that Ends Well”
Funniest episodes:
“Where no Fan has Gone Before”
“Anthology Of Interest I and II”
“The Day the Earth Stood Stupid”
“The Farnsworth Paradox”
Fav. Quotes:
(Fry is inside te Infosphere)
Fry: What really killed the dinosaurs?
Infosphere: ME!!!
(Cut to a shot of a gigantic flying brain zapping dinosaurs)
(From the Farnsworth Paradox)
Zoidberg A: Well, don’t look into it, but I’m an internal medicine doctor with many surviving patients. Ooh, a can! slurp slurp slurp
(later from that same episode)
Zoidberg A: Can I hold the box, maybe?
Zoidberg B/1/Fighting Mongoose: The box…says no.
(From “Crimes of the Hot”, Bender is on the island, trying to pump a keg)
Bender: What the? Lousy keg, it’s already tapped! Oh, I’m sorry, you’re a robot.
Keg Robot: (in a deep, male voice) Don’t stop.
Bender: Eww!
Ooh, remembered another great one:
Bender: “Fine, I’ll just go make my own casino! With blackjack! and hookers! On second thought, forget the blackjack. And the casino.”
And even that considerable strength isn’t enough to rein in some pretty powerful obnoxiousness. Ah well. I do see that you’re right about some of the quotes.
Bender: “Young people use curse words.”
Fry: “Damn it!” [I’m not sure how the rest of it goes.]
“Ladies and gentlemen, something very strange has just occurred, in this basketball match between space clowns and atomic monsters.”
And it’s tenth-level Vice President. Thank goodness the Universe (the parallel non-cowboy one, anyway) is safe again.
Probably misquoting, but:
Lrrr: These Stupid Age TV shows confuse me. Why doesn’t Ross, the largest “friend,” simply eat the other five?
Ndnd: It’s true what they say- men are from Omnicron Persei 7, women are from Omnicron Persei 9.
Time Keeps on Slipping is probably my favourite episode.
There is the aformentioned quote Marley23 mentioned and several others.
Leela: We’re back from the Chronoton nebula.
Professor: And none too soon. The Globetrotters just held a press conference to announce that I am a jive sucka.
Fry: Put me in professor. I want to show Leela my skills.
Professor? Can said skills pay the bills?
Just a quote
Bender (guzzling down a brewski): “Ah! That hit the spot.”
Fry: “Why would a robot need to drink?”
Bender (angrily): “Look buddy! I don’t NEED to drink! I can quit anytime I want to.”
First ep, I do believe.
The best part of that line was his last words
AG: “Read the Constitution!”
My favorite lines
Robot Greeting Card: Come Bender, let us take to the streets
Bender: Is this the boring kind of taking to the streets, with demonstrations and such?
RGC: No! Its the fun kind, with looting, and maybe starting a few fires!
Bender: Alright! I’m in!
During the intermission of Frys holophone concert Hermes orders a Shirley Hemple.
I think Bender’s answer there is “Yes! In your face, Gandhi!” Which is even better.
NCB, that IS from the first episode. You can tell because they hadn’t decided robots needed alcohol to function yet.