I would have to say my favorite moment is when Bart goes to the comic book store and has this conversation with Comic Book Guy:
(Bart lays $8 on the table)
Bart: "Can I have this comic book here?"
Comic Book Guy: "No, you may not! This comic books costs $50. You only have $8. So if I were to give you this comic book, I would essentially be giving you $42."
(opens the cash register)
CBG: "Oh, go ahead take my money! I don't need it!"
(Bart reaches into the cash register and Comic Book Guy immediately closes the cash register)
CBG: "Obiously, you do not understand the meaning of sarcasim!"
Another great scene is when the Simpsons go to New York. They are riding in cab and Bart sees some Hasdic Jews and yells:
Bart: "Check it out! It's ZZ Top! You guys rock!"
One of the Hasdic Jews says: "Eh, sometimes."