After watching almost all spongebob episodes I'll have to say that my favorite was when patrick and spongebob took sandy's rocket and flew to the moon and instead of landing on the moon they came back to earth. They thought that aliens really exist and they were trying to trick them into thinking they were back to earth. So they captured every "alien" in bikini bottom....
Well if you haven't seen this episode and you want to see it go on to google video and type, spongebob takes sandy's rocket. I don't want to spoil the whole episode for you.