I second those who recommended You're Under Arrest. It's just plain fun to watch, and the "Strikeman" episodes are priceless! Some of the short OVAs that followed the first season are especially funny, but I think it's better to be familiar with the regular series before watching the OVA specials. By contrast, the movie has a more serious tone. I also agree about Rune Soldier, Excel Saga, and Here is Greenwood.
Golden Boy has its moments, too, but it might not be what you're looking for... unless you're fond of overly spastic, Excel-style protagonists and female character designs that defy the laws of physics. Oh, wait, we're discussing anime...
EDIT: I forgot to mention Great Teacher Onizuka. The comedy is along the lines of Golden Boy.
Edited by Stefanie (06/17/08 03:42 PM)