Theres so many good episodes in the first few seasons. I really like the one where Bart and Lisa help Krusty reconcile with is father. Or the one where Bart takes over Camp Krusty.
The Halloween special whee Homer sells his soul for a donut and the broad street bullies are the jurors is pretty good too. The division of ironic punishments always cracks me up.
"So, you like donuts hey?"
EDIT: I forgot about the Kwik e Mart episode with James Woods. The scene with him and Jimbo Jones is possibly the funniest thing I've ever seen.