Sazh's "All this dampness is damp" line.
Snow's two lines when all six characters are finally together, the first about "one big fat load of luck after another" or something and the second a quick bit with Sazh "There you are..." "You miss me?" "Not you, the monster!"
The sheep wool bit. What the smurf moment, but funny all the same.
Sazh's lines throught the game are pretty good, really. There's a quote thread in this forum somewhere with some great ones, such as "Run! ...I meant away!"
And finally: "Worst. Birthday. Ever." I didn't think of it as funny at the time, but now whenever I think of that scene, I do.
Bow before the mighty Javoo!
That was Lightning on her 21st birthday, Loony Bob.
Is that your final answer?
When the Frocobo gets impatient and Sazh is like "hurry the what up?"