A man walks into a bar with a small lizard on his shoulder, and he says to the barman, "I want two drinks. One's for me, and one's for Tiny here." The barman asks him, "Why do you call him Tiny?" And the man says, "Because he's my newt."
I think that's a brilliant joke. But I think this one is perhaps even more brilliant:
A football (soccer) coach buys a new player who has a bit of a strategic problem: he plays fantastically well in the first half, but in the second half he gets exhausted, lags behind in play, and drags the whole team down. So before the first game the coach takes the player aside and says to him, "Okay, here's my strategy. I'm going to put you in for the first half, and I want you to play all out. Then, at half time, I'll pull you off." And the player looks at him and says, "Wow. On my last team at half time they just gave me an orange."
God, I love that joke.
Incidentally, "Shut up and Let Me Go," by the Ting-Tings, is fab.