Something I love about Sheppard is his dry humor, especially during moments of imminent peril. I think sometimes it gets overshadowed by McKay's more outrageous brand of wit. Here are three funny lines from his conversation with Michael in "No Man's Land":
First:
MICHAEL: Please believe me when I say I was as deceived as you were.
SHEPPARD: Oh, I don't know. I was pretty deceived.
then later:
SHEPPARD: Are you sure McKay and Ronon are nowhere near the area I'm about to light up?
MICHAEL: I'm certain. Good luck.
SHEPPARD: Thanks! It'll be a walk in the park ... a very scary park, filled with monsters who are trying to kill me.
and then:
SHEPPARD: Operation "This Will Most Likely End Badly" is a go.
I dunno, in print it doesn't seem so funny. But when I watch these scenes I always crack up.