I like to use humor in therapy. I use a lot of cognitive techniques, and therefore challenge my clients' beliefs about the world. Often, humor is the best way to get people to reevaluate their beliefs. This is one joke I love, but will never tell a client:
A young psychologist obtained his license, and opened a private practice in a building where an older, well-established psychologist practiced. Over time, they got to know each other, and fell into a pattern of coming and going from the office at the same times, often chatting for a few minutes in the morning and the evening.
One day, the young psychologist noticed another pattern. Every day, they both walked into the building with a spring in their step and lots of energy to start the day. By the end of the day, the young psychologist was exhausted. His shirt tail was out; his tie was down, and was absolutely exhausted. The older psychologist still had a spring in his step and was still full of energy.
Finally, the young psychologist asked about it. "How do you do it?" he asked. "I spend all day listening to people's problems, and it just wears me out. I'm exhausted at the end of the day, but it doesn't seem to bother you at all."
The older psychologist looked at the younger psychologist and asked, "You listen?"