A select few from the earlier episodes...
"What do I look like, a vampire or something?" – A Gastly, The Ghost Of Maidens Peak
"All right! If anybody's there you can come on out! And if you're a ghost or a monster, you can stay where you are and we won't bother you." – Ash, Sparks Fly For Magnemite
"Wait...who's that? ......IT'S A GIANT BURNING FLAME." – Announcer guy, The Flame Pokémon-athon
"They will attack viciously without warning if they feel their children are threatened in any way." – Dexter
"FIRE!" – Jesse, The Kangaskhan Kid
"Nothing makes me angrier than being told the truth!" – James, Wake Up Snorlax
"Thank badness we survived!" – Jesse, Tentacool and Tentacruel
From the newer ones...
"We're blasting off prematurely!" – Team Rocket, Mass Hip-Po-Sis
"Now that you got that out of your system, can we all be nice...?" – Ash, A Maze-ing Race
"It's amazing how lame you are." – James, A Maze-ing Race
"Whoa it's the guys!" – Ash, A Maze-ing Race
"The note says: I regret I'm going on a journey for quite a long while."
A moment of sullen pause.
"And don't look for me." – Nando, Dawn's Early Night
"All right cut the love fest you're both fired." – Jesse, Dawn's Early Night
As for the movies, several moments in the 10th movie made me laugh out loud - Ash stealing Brock's cotton candy, for example, or when Ash finally reached the top of the stairs.