I've had countless classics (both great mat work and comedy).
A friend of mine and I would play as Rey Jr. and Ultimo Dragon in wCw / nWo World Tour, and we would face The Giant and just do tons of highspots on him, taking turns splashing him. We'd do this for a good 10 minutes. Then we'd fight each other, usually with guys like Benoit / Malenko / Guerrero, and have certain specific rules, like pin-falls only, submissions only, great times, great times.
wCw / nWo Revenge and the Battle Royals are great memories of staying up till 5 in the morning just destroying people. Hogan, Goldberg, Sting (had a bat), La Parka (had a chair), Booker T, Nash (his big boot went almsot all the way across the ring) were all great to use. I remember the first match I played too, Benoit vs. DDP. This was right after thier feud or during that time when they were feduing in wCw, and I made Page tap tap tap out to Benoit~!
WWF WrestleMania 2000, create a wrestler is introduced. I made Kurt Angle, he ruled all. Create a PPV and belts were cool as well.
No Mercy. Handicap Ladder matches, nothing is a fun as this. I usually played as Jeff Hardy and my bud played as Matt Hardy, and we'd pick on some super heavyweight like Big Show, Kane, Taker, etc. I'd do the swanton from the top of the ladder to the outside and usually miss, but I remember thinking how cool it'd be to see Jeff actually do that.
HCTP. Great game, I liked being able to do finishers with the steel chair a la Van Daminator and Taker's Chair smash on throat. Hell in a Cell is always fun as well, SSP OFF THE CAGE BAH GAWD~!