Yes, the Jeopardy skits with Ferrell are some of his best, along with the “more cowbell” skit.
As far as his movies go, I thought he was brilliant in “Elf”.
He’s also pretty funny in “Blades of Glory”. He did some spoof film of a Mexican soap opera called “Casa de mi Padre” that I thought was quirky funny. Other than that. Not too impressed.
Oh, and the Jeopardy skits are hilarious, especially the interplay between him and "Sean Connery", and Norm MacDonald is actually great as Burt Reynolds.