I think Woody Allen has made a few really excellent movies, including some of the funniest movies of all time. Some examples:

Annie Hall
Play It Again, Sam
Broadway Danny Rose
Love and Death
Scenes in a Mall

He's also made some rather drearily self-indulgent films, I think, and there is something quite annoying about him...but paradoxically, he uses the fact that he's annoying to good comic effect in his best films. ;-)

When the gangster in Broadway Danny Rose yells, "Shut up, you little cheese-eater!" at Woody as he's rambling on in his usual frenzied and whiny paranoid fashion...we all know just how that gangster feels! He is ready to blow away the little schmuck just to get him to stop kvetching. And we know how Woody feels too. He's terrified, and he can't shut up, except possibly to avoid imminent death.   ;-D And that's funny.