It comes down to two for me and I'd have to flip a coin. Young Frankenstein or Blazing Saddles with History of the World Part 1 and Spaceballs geting an honorable mentions.
Young Frankenstein has so many great gags and the dance scene is one of the best if not the best scene in any Brooks movie, IMO. http://www.youtube.com/watch?v=VH2nQHPs4aA Peter Boyle is awesome in that scene and as the monster in general. At the end when Madeline Kahn comes out like the bride of Frankenstein. Marty Feldman, Cloris Leachman, Terri Garr at the peak of her hotness, Kenneth Mars, Gene Hackman all put in great performances.
The campfire farting scene in Blazing Saddles is another awesome scene. Brooks is at his best as the Governor too. The toll booth scene, the scene where Gene Wilder shoots the guns out of the hands of the bad guys, the fight with the gay chorus dancers are all great.
History has some great scenes like the inquisition song. The King Louis stuff and others I'm probably forgetting.
Spaceballs has some good moments but nothing really stands out to me from that film for me.
Since I'm betting a landslide for Blazing Saddles I'll go with YF.
Not a movie but Get Smart has to mentioned somewhere here.