Ushio and Tora is very funny, but its fairly violent so if you don't like that then you might want to stay away. Bubblegum Crisis OVA & Bubblegum Crash (the 'sequel' OVA) both have loads of action and they're pretty funny at times...

I don't know if the anime is any good (yet, I'm still d/ling the first few eps myself) but the first vol of the Samurai Deeper Kyo is pretty funny as well...