Sir Clement Freud (the grandson of Sigmund Freud), was a regular on the Radio 4 panel show "Just a Minute", and often the funniest one of the bunch. I highly recommend the show to anyone that has never heard it before.
In the mean time, you will have to satisfy yourself with the funniest joke I think I have heard (in recent memory at least!).
Sir Clement Freud - Fabulous Joke