Um, did no one mention The Princess Bride? (Not only is it funny, but it's got adventure and romance and... well, everything!)
I also pretty much die laughing whenever I watch South Park. The movie was OK, but the show is just fall-off-the-sofa funny sometimes. (Literally, I almost fell off the sofa watching it last week. OMG. Sometimes my mouth just hangs open the entire time and I am *shocked* that they can do that on TV. I love it!)
Also, I heard Garden State was funny. Haven't seen it yet, but I love Scrubs, and it has the lead actor from that show (who also directed).
Anchorman, the Legend of Ron Burgundy was much funnier than I expected it would be.
Funny movies are the perfect antidote to the winter blahs!