The art of creating a well-crafted pun is lost on many people unfortunately, so enjoying a shaggy dog story is sort of like enjoying a cigar - the person smoking has a great time, but bystanders usually gag. If you're not familiar with shaggy dog stories, here's a definition:

A seemingly plausible (usually) story of varying length. As the story progresses, the listener/reader should become more and more intrigued, even if they know it's a shaggy dog story. The last line is always an absolutely hideous pun.

1. A doctor made it his regular habit to stop off at a bar for a hazelnut daiquiri on his way home. The bartender knew of his habit, and would always have the drink waiting at precisely 5:03 PM. One afternoon, as the end of the work day approached, the bartender was dismayed to find that he was out of hazelnut extract. Thinking quickly, he threw together a daiquiri made with hickory nuts and set it on the bar.
The doctor came in at his regular time, took one sip of the drink and exclaimed, "This isn't a hazelnut daiquiri!"
"No, I'm sorry," replied the bartender, "it's a...

hickory daiquari doc

Aha! Are you thirsty for more?

2. Two Eskimos sitting in a kayak were chilly, but when they lit a fire in the craft it sank - proving once and for all that you can't ...

have your kayak and heat it too

Are you speaking from experience, manxie?

3. There was a man who entered a local paper's pun contest. He sent in ten different puns, in the hope that at least one of the puns would win. Unfortunately, no...

no pun in ten did

Attagirl, ob!

4. A guy goes to a psychiatrist. "Doc, I keep having these alternating recurring dreams. First I'm a tepee; then I'm a wigwam; then I'm a tepee; then I'm a wigwam. It's driving me crazy. What's wrong with me?"
The doctor replies: "It's very simple....