I've said a few but my personal favorite was (and still is) I got pulled over, the cop walked up to the car, looked at me with his flashlight and said "Are your eyes all red from drinking"? My reply was "No, are your eyes glazed over from eating doughnuts?". Just one of those things that happen before you realise that it may not be funny to him. I thought it was funny and so did the other guys I spent the night with in the tank. Not exactly my most brilliant moment.