If you go to Jester a collaborative filtering project by some folks at Berkley, their system will select a joke for you.
You sign up, rate 15 jokes on their funniness and it starts giving you joke it thinks you will like.
It's number one joke for me was:
A guy goes into confession and says to the priest, "Father, I'm 80 years old, widower, with 11 grandchildren. Last night I met two beautiful flight attendants. They took me home and I made love to both of them. Twice."
The priest said: "Well, my son, when was the last time you were in confession?"
"Never Father, I'm Jewish."
"So then, why are you telling me?"
"I'm telling everybody."
And I thought it was pretty funny.