I'm a huge fan of the occasion pun run in Pearls Before Swine (examples here, here, and here).  The general pattern is to introduce some sort of strange scenario in the first few slides, gradually build it into a weirder and weirder scenario, then complete it with a pun, followed by Rat telling the comic's creator, Stephan Pastis, to retire.  I can always tell when one is coming because I can't stop myself from looking at the last slide.  But as soon as I see the last slide is unrelated to the rest of the strip, I look away and wait for the pun.  It's always good.  For nerds like me.