I liked most of the ones listed. I'd also like to add the one with the furniture races. That's so funny how the announcer is breathlessly announcing the race yet the furniture is just sitting there on the field. Terry Gilliam's animated shorts that were intermixed with the skits in the show are great too.
Speaking of Monty Python alums, I think some of them made some great stuff outside of the show. Jabberwocky is one of my favorite movies, for example. In some ways, it's superior to Monty Python and the Holy Grail. Holy Grail has some really funny and iconic bits in it, but overall, the paceing and plot of the film are kind of boring. The skits and funny moments in the film could be edited together in a kind of "funniest moments" montage while leaving out the boring parts and it would be funnier. Jabberwocky on the other hand is just as funny yet it is more cohesive and has a better momentum. Brazil, Baron Munchousen, Time Bandits and Tweleve Monkeys were also done by Monty Python alums and are great films too.