Vashyron: "Aww, our little Leanne has a sadistic side..."
Some of the dialogue at the beginning of fights when you're in an area to complete a story mission. Lines that refer to how Zephyr probably really did see Leanne naked or talk about how really cold it is or Barbarella's boobs come up and are usually worth an ear.
And let's not forget Vashyron and Zephyr dressed up in (bad) reindeer costumes, chucking presents like grenades at children. Especially amusing when you use the Hero Actions to deliver the presents.
Also, battle banter in general; the characters come out with some pretty awesome or hilarious lines mid-fight (particularly during Hero Actions or if you accidentally catch someone in friendly fire.)