Lots of Roth, but particularly Portnoy's Complaint, Sabbath's Theatre, The Anatomy Lesson and The Professor of Desire.
Vonnegut, as mentioned above. Slaughterhouse is my favourite but dunno if it's the funniest; it's been a few years so a lot of them blur into each other in my head now.
Hunter S. Thompson when he gets going, particularly in Campaign Trail '72.
Found much of The Master and Margarita very funny, and Catch 22 is also very good. Time's Arrow by Martin Amis made me laugh a lot recently.
The actual undisputed funniest book I've read is:
The Sellout - Paul Beatty