The humor in UHF tends to be heavy-handed and puerile. Some of the stuff I found hilarious, like the Spatula City commercial, just didn't do it for me my most recent watch. I also used to like the Rambo sequence but in retrospect it's just the same observation that people already had about movies like that (a hill full of enemies with machine guns are shooting at "Rambo" and miss, then he returns fire and kills them all immediately).
This is the funniest (still is) part of the movie IMO:
I also rewatched Dude Where's My Car recently and that's held up well, I thought. Underrated movie. I imagine this is a love-it-or-hate-it scene; it's pretty infamous:
(Actually, this is another funny moment):