I've celebrated by watching many of his characters clips on sesamestreet.org. I've tried to watch at least one clip with each of his recurring characters (and I just realised that I haven't watched the one Sam the Robot clip that's on the site yet). But I've watched clips with The Count, Mumford, Snuffy (not many of Jerry Nelson's Snuffy clips there), Biff, Herry, Sherlock Hemlock, Simon Soundman, Little Jerry, Mr. Chatterly, Frazzle, Mr. Johnson, Herbert Birdsfoot, Two-Headed Monster, Farley... Let's see, anybody else... Oh, I still need to watch clips with Fred the Wonder Horse and... uh, whichever Twiddlebug he performed. And The Busby Twins (can't remember if he performed Mo or Joe). Sesamestreet.org needs to add Rodeo Rosie clips!
I've also been watching some of the clips he performed in that appear in the 40th anniversary DVD, and now realise that that set doesn't really have very many Jerry Nelson clips. It has two clips that star The Count, one starring role each for Herry, Mr. Johnson, Little Jerry, and Two-Headed Monster (in addition to those characters making smaller appearances on the set), only one of his Snuffy performances, and a handful of small things here and there (such as the green AM from Fat Cat and I think a Martian).