Pretty much everything that Kefka says will be my favorite, but here are some that REALLY made me laugh...
I apologize if there was already a thread of this. If there was, I didn't see it. If there isn't, let's roll!

Bartz (upon acquiring a summon stone):
Holy COSMOS, it's a talking rock!

Kefka (before a fighting with Tidus):
Go back to the beach already...

Kefka (before fighting with Squall):
I see a poser!

Kefka (before fighting Firion):
Aren't you hot?

Kefka (to himself):
Who's that handsome devil?

Kefka (when he loses):
Ker-PLUNK!

go ahead, share some dialogue moments, lines, victory lines, etc.