"Radio Shop", from the newest CD edition of 'Matching Tie and Handkerchief'. Not only the unnecessarily verbose prose the customer constantly spews, or his attempts to get enough argument that he indeed bought his radio at the shop, or the seller's simple not-caring-that-much for him, but most of all the ending, which has to give this sketch one of Monty Python's coolest characters, especially combined with Chapman's portrayal. Part of why it is so hilarious is that it's been so put off, and so, spoiler tags!
Seller: Just who do you think you are?
Customer: Ah, you just read the name at the top of that receipt.
Mr. Armageddon: Correct! And...
Mr. Armageddon: Better luck next incarnation. Mr. Fang, let us leave!