Here is a good one, especially if you hate microsludge*
Bill Gates dies and goes to St. Peter. St. Peter tells him "You have an equal amount of things that you have done good and things that you have done bad. So, I'll give you a choice of going to hell or heaven"
St. Peter first takes him to hell, and Gates sees beautiful women and brilliant gardens and all. Then, he is taken to heaven where he sees paradise. But, it was not as convincing as hell. Gates chooses hell. St. Peter says" Ok. I'll come after a week to check that everything is alright"
A week later, St. Peter comes to see that Gates is being tortured by old ladies. Horrible, Horrible stuff. Gates says "Hey, what I saw wasn't like this. It was MUCH better than this? What happened?"
St. Peter replies "That was a demo"
*Name made up by Capn' Refshmatt if I remember correctly in the Spyware thread for Microsoft!