That's a good one. I wonder if those are all compiled somewhere? (Maybe on YouTube?)
I really dug MadTV, but the "Mad" connection is pretty nebulous outside of the Spy vs. Spy cartoons. I went with my brother to a live taping once, when Seth Green was the guest star. It was interesting watching a skit performed numerous times, with little bits of improv and variation in each performance (the best moments of which would later be edited seamlessly into a single sketch).
During a break in the shooting, Seth Green walked up and talked to us in the studio audience, and said how happy he was to be a part of this because "Mad" had been such a major influence on him during his youth, and on his style of comedy in "Robot Chicken," etc.