I don't get HBO so I only recently got to watch a full season of the show when I bought the First season on DVD. So there probably is better scenes than this but my current favorite is in the eposide "Boca" when Tony makes fun of Junior for giving um, oral pleasure to his girlfriend.

"What's that smell? Did you guys go to a sushi bar for lunch or something"

"Oh, Junior your in the muff, oh I meant rough"

That was some of the funniest stuff I've ever seen on TV