Good parodys are very hard to create I think, because you can't just make jokes about a certatin anime, social problem or whatever, you have to seriously think about how to implement your message of irony.
That's why I don't like many of the existing parodies regardless if they are fandmade or a studio production.
What I really enjoyed was Onani Master Kurozawa (no, not the way you might think now), Princess Princess and if it counts Lucky Star.
Regarding Sayonara Zetsubou Sensei, I've never heard about this one. You made me kinda curious, so I'll watch it the next days.