I haven't seen all of the deleted scenes yet, but I've been looking through quite a few of them, and some of them are gold!
I think my favourate one so far is from 'Branigan Begin Again'. It's at the DOOP HQ, before it gets blown up
There's a scene of Bender walking to the bar, and there's a bottle of water on it. Bender drinks it, and then a water guy comes out of his chest compartment and says, 'Can't a guy sit at a bar without getting drunk?!'. I thought that was really funny, what a great joke
It's a pitty it got cut out from the episode.
There's also one particular deleted scene from 'Xmas Story' that I really love too. It's deleted from near the very beginning. the comedian head in the jar (I forget his name) says something and everyone claps there hands. The head in the jar gets annoyed because he doesn't have hands, and Fry starts rubbing it in by continuing to clap. Then Dr Zoidberg say's something like 'I don't get it?' (or something along those lines) and then we get a close up of his claws