Some old non-game joke: How many rogues you need to kill paladin? Two, first attacks him and second waits him in the inn.
Not really a joke, but years ago when i was playing a hunter and we were fleeing away from raid boss or something and it caught my party member allowing me to survive, i commented that "women, children and hunters first!"
"So, I have this idea for a great movie. It's about two gnomes who find a bracelet of power, and they have to take it to the Burning Steppes and cast it into the Cauldron. They form the Brotherhood of the Bracelet. Along the way they're trailed by a murloc named Gottom, who's obsessed with the bracelet, and nine bracelet bogeymen. It could be a three-parter, called 'Ruler of the Bracelet'. The first part would be called 'The Brotherhood of the Bracelet', followed by 'A Couple of Towers', with the climactic ending called 'Hey, the King's Back!'"
I also like the Pandaren one:
"Teach a man to fish, and he is fed for a day, uh no, uh.. He is fed, I.. I messed it up, but we just make this stuff up anyway. "
Also, though it isn't actually a joke, I like the "not a bag one" from the pandaren as well.
"That does not even look like a bag, did you look inside it? No. I couldn't ask you to even look inside it. Take three seconds... And actually spend some effort to look inside and you would know... that it was NOT a bag. *sigh* You disappoint me...
I must be alone."
"Do not look down, my friend. Even in the darkest of times, there is always hope... Hope for a better day, hope for a new dawn... Or just hope for a good breakfast. You start small, then see what you can get." ~ Covetous Shen