Samurai Jack!!
Samurai Jack got pretty serious at times, but comedy came hand-in-hand with the action. Jack's role as a mostly silent protagonist sometimes got him in trouble, and for a man living in the nightmare future he's partly responsible for, he had a good sense of humour. The show was well-written, not to mention the wonderful animation skills being displayed. The show ended way before it was supposed to, with a lot of things unfinished. Every week was building and building to the ultimate showdown with Aku, and then... oops! Show's over. Here's CN Real. Love it.
Megas was too formulaic... it had the same thing happen every week. Coop isn't interested in heroics and wants something. The preview of an action movie, a new videogame, a donut/burger/anything but a salad, you name it. The Glorft come and screw it up. Coop gets mad, pulls some new super-move (usually from wrestling or a reference to pop culture) out of his ass and saves the day. Then he either gets something better than what he wanted or doesn't and is sad. Despite that, I really rather liked the show. Thing is, it ended. It had Megas XLR destroy the Glorft and save humanity. They kind of started on a new plot, but I had stopped watching by then.