Religion and other taboo jokes

I've noticed that whenever I am in a situation where a group of people get to know me for the first time, and an extended time at that, they realize I'm really funny. Usually, it takes months for someone to notice this, because I am so quiet. One day they go, "Oh, I get it now! All those things you say... You're funny!" To which I reply, "Well that's obvious. But have you noticed how incredibly humble I am?"

But even I tell a joke that's not funny every once in a while (analogous to a blog entry without a comment is the joke without a laugh). Among topics that I've discovered aren't funny: orphans dying. Okay, that should be obvious, especially when you are with an volunteer group helping orphans*, but I contend it was funny because it was so unfunny and downright blasphemous.
But ironically, I rarely find religion jokes very funny because I'm too incensed by them. It doesn't even have to be my faith. I cringe at every pedophilic priest joke. I even cringe for the Scientologists. And Tom Cruise.
My goal now is to have a sense of humor about religion, while realizing what is tactful and what is not. So no more holocaust jokes either†.
On a side note, it is very difficult to explain to a Japanese person why the chicken crossing the road joke is funny.
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Now for a random semi-spiritual thought to counter the balance, from some some TV producer,

I believe that the very act of believing in something causes us to distance ourselves from that thing, thus a duality is created: oneself and the thing in which one believes. Now since we all know that in order to fully understand a thing one must be that thing -- walk a mile in its shoes so to speak -- it seems obvious that the state of believing in something inevitably causes us to not truly understand that thing in which we believe. This noncomprehension leads to all sorts of difficulties. "I believe in love" has a better than even chance of leading to divorce, while "I believe in God" seems to end in variations on the Spanish Inquisition. But -- and it's a big but -- if one were love, one couldn't help but be affectionate and caring towards oneself and others. If one were God, one would act toward all beings and all things as if they were one's own creations.

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*:as were attempts to lighten the mood afterwards by alluding to how horrible a joke I had made. These are the times when I really wish I had amnesia dust, or roofies a la Arrested Development.Do me a favor, reach into my pocket and let me have one of those pills please!
†:Holy crap, I'm just kidding! I don't know any jokes about the holocaust.