My all-time favorite Cookie Monster moment was from a street scene, one which had multiple parts. It had to be from one of the first two seasons.
If I could get a recording of just one scene from Sesame Street's early seasons, this would be it.
What happens is a (implied?) delivery truck parks opposite Mr. Hooper's store -- a truck that was delivering cookies. Cookie Monster had been anticipating this delivery, and Mr. Hooper casually asked CM how many cookies he'd like. CM excitedly said "3 cookies", and Hooper repeated his words and wrote something on his clipboard. Then CM said "no, 6 cookies" and Hooper wrote something again. Mr. Hooper walked off camera to the left in the direction of the truck, and CM kept escalating his order to higher and higher numbers. His last words before the scene ended was "150 COOKIES!".
There may have been a scene of delivery men carrying the cookie cartons, but the next scene I remember showed Cookie Monster inside or next to Mr. Hooper's store surrounded by a couple dozen brown cardboard boxes full of cookies. CM is excitedly rambling about how many cookies there must be, getting into higher numbers, then finally yells:
I CAN'T STAND IT!
Cookie Monster then devours the entire contents of the cookie box immediately in front of him. The scenes that followed showed CM expressing regret that he ate so many cookies, something about a tummy ache. This even extended into the closing credits, which CM narrated. The ending went like this: "Sesame Street is a production of, the Children's Television Workshop. I think I'll go lie down."