I love the one with R. Lee Ermey (the former drill drill instructor for the Marines) That one is my favorite along with the Abraham Lincoln commercial.
The announcer asks "Does Geico really save you 15% or more on car insurance? Was Abe Lincoln honest?"...then they show Mary Todd straightening her dress, she asks Lincoln if her dress makes her backside look big. He looks at her for a second, has to actually think about it...and then reluctantly says "Perhaps a bit...". The look on her face as Lincoln checking out her butt before he answers her is really funny. Mary Todd ends up leaves the room looking pretty ticked off. (They really did a good job choosing the actor and actress playing Lincoln and Mary Todd.)
http://www.youtube.com/watch?v=cdy3orO6tQA
First time I saw it, I laughed so hard. It was hilarious. It still makes me giggle. I'd probably never actually buy Geico insurance (I have USAA...love their insurance) but Geico has got some of the best commercials.
I liked the Caveman commercials too.
I also like the Progressive commercials with "Flo". She's funny.