1. Insector Haga & Dinosaur Ryuzaki (YGO): These two are simply hilarious. Without them, YGO would be one of the most humorless animes ever created. Throughout the series, I greatly enjoyed their antics to become the world's greatest duelists. Even when they weren't together, both of them were still funny as hell. Especially Haga, who's quality comedy during the Duelist Kingdom arc got me into YGO to begin with.
2. Buggy the Clown (One Piece): Both his hot temper and all around maniacal persona make him a truly humorous character. The first episode of the anime I ever watched was from the Buggy Arc, and Buggy caught my attention right away. Although Usopp and Luffy also provide the series with great comedy, not even theirs is as great as Buggy's.
3. Ryoga (Ranma 1/2): His terrible sense of direction and love for Akane are both hilarious. It's too **** funny whenever he changes into a pig. Very entertaining stuff. Every anime episode/manga chapter featuring Ryoga is always a lot of fun. He truly adds great humor to the series.
4. Kojirou, Musashi and Nyasu (Pocket Monsters): While their antics on the show may have gotten somewhat old, they can still be pretty funny from time to time. Gotta love them.