Okay. I think that my favorite of all of the guest stars that appeared on the show, as far as my admiration for them as performers... that'd be Steve Martin. And I do love his episode.
But I have to say, I don't think you'll find a singular episode full of more fantastic sketches and songs than the Madeline Kahn episode.
-Kermit singing Happy Feet - even though his feet are never shown.
-The Swedish Chef's encounter with the Lobster Banditos.
-Floyd's rendition of New York State of Mind.
-And, of course, Gonzo's Wishing Song.
There's more than all that, of course, but those are some of my favorite moments with those particular characters, and I never get tired of them.
Oh, and Madeline Kahn is cool, too.