I just love whenever a Jim Henson character says "What the hay?" I've noticed the Swedish Chef, Link Hogthrob and Kermit saying it when they're perplexed by something, and it always makes me smile.... I think both because it's a funny expression that I use myself, and also because it makes me feel that Jim must've used the expression himself in order for it to translate over into at least 3 of his characters... it's a nice little Jim-specific continuity throughout those characters, and I like the little reminder of the man behind (or below, rather) those Muppets.