Gintama is my first choice if you're comfortable with subs. Infact, the subs, characters and the superb VA is what makes this anime a gem. It also has tons of references and parodies to pretty much everything.
The only problem is it has a somewhat slow start in the beginning. Episode 1 and 2 are just intros and episode 3 is where the main story begins.
One of the nicer things is that it is episodic so as long as you know the characters, you can pretty much watch any episode (unless those are arc episodes) in any order.
Not so sure about dubs since I haven't watched many but SR was definitely one of the nicer ones.
A recent anime is Tonari-no Kaibatsu kun which I found to be pretty superb, especially the comedy. It's also far shorter at just 13 episodes. Toradora as well.
Other comedy anime I can recommend from the top of my head are Hayate the Combat Butler, Great Teacher Onizuka(superb!), Sket Dance, Daily LIves of High school boys, Arakawa under the Bridge, etc.
There are also lots of shows that aren't pure comedy but do have elements of it like Slam Dunk, One Piece, etc.
@MohsinMan99:Thanks for your answer. I'm not used to watching dubbed anime anyway, I find the english voices too cheesy. Yeah a friend also advised me to watch Gintama, I'll give it a try. Hayate no Gotoku was pretty fun yeah, too bad It was short.
I'm not a big fan of GTO, I get a few laughs but that's all. I'll try the others. I've watched Slam Dunk (definitely in my top 10) and I still watch some anime with comedy in it (One Piece, Fairy Tail etc) but I feel like watching some pure comedy right.now.
@Arnoboy:Well, if you're comfortable with subs, honorifics and know a fair bit about Japanese culture, I recommend you to try Gintama (but as warned before it starts a bit slow so you might need to give it some time). One of my favorite jokes is this:
I'm pretty sure the third season is running for Hayate. :)
Try the first episode of Tonari. It is a romcom like SR.
Hmm...GTO has too many fanservice/ecchi moments so that might be a turn-off. It was for me though.
Slam Dunk's major focus is basketball so I listed it among the others but the comedy is pretty good.