No offense to the actor, but did Tracy Morgan need his own best of? He was talented and belonged on the show, but rarely was he a lead in skits or bring something original or unforgettable to SNL- you could argue he was overshadowed however.
Chris Rock and Adam Sandler at their best. Again two very talented comedians and also examples of success beyond SNL. What makes this their best though is that you get them in bite sizes..so when you get loud and obnoxious Adam Sandler you get it for 5 minutes, not 90 minutes like his movies. He is great at doing other roles and personalities but you really only get to see them here. Chris Rock was an essential piece to golden era of SNL.
Eddie Murphy is probably #2 behind Bill Murray for SNL comedians who launched iconic success with SNL as their launching pads. Here you can see his very broad skillset. He shines best however do to a less than stellar accompanying cast (in my opinion).