Bill Murray is #1 all time in terms of that show and career. Wes Anderson films, Lost in Translation, Groundhog Day as well as the lesser acclaimed, but classic comedies (Caddyshack, Ghostbusters,etc.). Ferrell's humor died with his SNL career. Bewitched? Land of the Lost? Please.
Ferrell is probably an all-time Top 10 SNL member, but he's definitely nowhere near Murray even if it is only because his agent sucks.
Other names that come to mind: Akroyd, Louis-Dreyfus, Sandler, Rock, Meyers, Steve Martin, Farley. Eddie Murphy and Dana Carvey should be in the discussion, but they've been in such slumps over the two decades that they barely warrant even mentioning.