Of course! But what good is a villain if he has nothing bad about him?! If he wasn't evil and everyone liked him, no-one would enjoy Who shot Mr. Burns Part 1 + 2. However, if you're like me and find comedic villains amusing there'd be no point in watching the show at all except for Homer who is so dumb that people would ask questions like: Do you think Homer is too dumb?
So that's your answer.
Here's a list of funny villains:
Plankton- SpongeBob SquarePants
Professor Fate- The Great Race
Mr. Burns- The Simpsons
Sideshow Bob- The Simpsons
Stinky Pete- Toy Story 2
Al- Toy Story 2
Newman- Seinfeld
There would be no show without a villain. Think about it. No Krusty Krab without Plankton.No Krusty The Clown without Sideshow Bob. No Smithers without Mr. Burns. So sometimes the villain is the best bit.