Halo 1: When a soldier would throws a grenade, in a Mexican sounding accent, "Here's a little gift for you!"
Halo 3: Also a mexican sounding accent, "That was a lot of people dieing at once."
Also in Halo 3, there is a voice of random soldiers that sounds just like Mikey from TMNT (the new movie).. he says lots of funny things. One of them is something like, "We owned those fools!"
The Covenant Grunts say some funny stuff.. Just can't think of any specific one at the moment. One funny thing was when they hold a grenade in each hand and run after you making strange noises.... Suicide bombers!