Me! Me! I'm a fan of GTO!!! I don't know about any movies, but I heard that there's an actual series of GTO that is not anime (I think the actors are also Japanese).
I can't quite point out a favorite episode since they all seem equally hilarious! There is this episode, however, where Onizuka and some selected students try to scare the other students out of their wits in a dark abandoned building by doing the funniest and weirdest things! When Sadako showed up, I literally huddled with laughter!
Well, GTO is indeed one of the most enjoyable and satisfying anime to watch.