"Radio Shop", from the newest CD edition of 'The Monty Python 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 Graham 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!
The Bishop on the landing sketch was especially hilarious when it was performed Live at the Hollywood Bowl due to a number of technical malfunctions and the performers (Terry Jones especially) repeatedly cracking up.