I love good pun jokes. The best ones don't require lengthy setups. To wit:

Did you hear about the Buddhist who refused his dentist's Novocain during a root canal? He wanted to transcend dental medication.

Another:

A man wanted to invest in Irish real estate. He planned on Dublin his money.

Also, they have to be good enough to produces audible groans at end. A classic:

Mahatma Gandhi, as you know, walked barefoot most of the time, which produced an impressive set of calluses on his feet. He also ate very little, which made him rather frail and with his odd diet, he suffered from bad breath. This made him a super-callused fragile mystic hexed by halitosis.

Hahaha!