If you really want to appreciate "The Simpsons", be sure to seek out the original episodes. The syndicated versions have been edited to squeeze out extra time for commercials, and some of the best jokes ended up getting cut.
The older episodes also suffer more from that. The show lost a couple of minutes of runtime over the years, so there's more to cut. Later seasons also have longer, more elaborate couch gags, which can easily be cut in syndication.