I am a fan of many of the obvious shows (Keeping Up Appearances, Arrested Development), but maybe I should point out some good shows I have on DVD which I think more people should hear about.
Quirky comedy from Niagara Falls
Great superhero comedy
Nice britcom, three young people in one apartment, the girl is nice.
Vicar of Dibley
Very cute britcom, from when female vicars were a novelty in the UK.
Very funny British show of a curmudgeonly owner of a small bookstore and his friends. Again a fan of the girl, a very unusual face, but gorgeous.
Far out UK comedy of several friends. Full of wild ideas and parodies of movies. Great stuff.
League of Gentlemen
Another British phenomenon. Indescribably weird and wonderful.
Dead Like Me
A wonderful funny/deep show (US). Season one was excellent, and amazingly season two even surpassed it, to everybody's surprise. It is about people who, after they die, are recruited as "Grim Reapers", whose job it is to collect the souls of people just before they die. How do you make such a thing funny? Watch it and learn.
Greg The Bunny
Another one which is so seminal it is hard to compare. Really excellent.