Dirty Pair Flash probably rates as my all time favorite. Over the top comedy, huge explosions, and great character development. I was rolling in the floor laughing after only one episode, definitely a great pick if you like anime comedies.
Naturally I should add the classic Project Ako series as well. That was the best parody series of all time, though some of the humor might be lost if you didn't watch a lot of late 80's and early 90's anime.