The moment that was the most INTENTIONALLY funny was during the junk food episode. Mr. D and Aunt Sophia walked into Arnold's room after he just gets done taking a bite out of a powdered donut. He quick turns his back to them because he had promised them he'd stop eating junk food and he has white powder all over his lips. Its just so funny hearing the audience erupt into laughter for a good 30 seconds. It lasts so long that Mr. D just stands there and has to wait for them to clam down so he can say his line.
The moment that was the most UNINTENTIONALLY funny was the entire Bicycle Man episodes. The writers just didn't handle the whole thing very well. In fact, there is a web page dedicated to that episode. Pretty funny, check it out ...
http://www.walrus.com/~suave/hall/dudley/dudley.htm