I found the The middle two rooms in Four Rooms the most entertaining.
David Proval is a great actor. He really has the range to take any role he wants to be successful. Plus him being in the same segment as Jennifer Beals (Somebody Ive been spanking it to since Flashdance) made the mistaken identity room very entertaining to me.
Then third third room has the corpse of a murdered hooker stuffed into the bedsprings. You can't go wrong with that.