MY favorites would be anything involving Grover or Cookie Monster.
I love the "Grover the waiter" sketches. They are always funny. The skits he did with Kermit were always good too(like when he would try to sell him something he didn't need like earmuffs). Or just the general skits where Kermit was trying to teach something and Grover would run up to him and go "HEEEEYYYY FROGGY BABY!!!!" and slap him hard on the back, causing Kermit to double over. The Super Grover sketches were fun too.
The Cookie Monster skits were fun too, like when he would be on the game shows with Guy Smiley(Beat The Time, The Remembering Game, etc). The sketch I mentioned in a previous thread where he tried to eat Guy Smiley when he came in to buy a pie. Some of the skits he did with Ernie(eating his pillow, sleeping over, etc). The one where he played the strongman game at the carnival(which he couldn't win until he found out the prize was a cookie).
There are others I'm sure to remember later.