One of my favorite types of story is the Shaggy Dog story. They aren't about dogs, necessarily, nor are they about shagginess. Shaggy Dog stories are generally long, drawn out yarns that either end with a surprising twist on an old saying/cliche, or end with a pointless, "Oh." My faves are usually the first, but my father would tell the second a lot! Here are some good examples.
Shaggy Dog stories with the twist on a cliche ending are fun for me because as I'm listening, I'm trying to figure out what the end saying is going to be. It's a puzzle. A challenge. Sometimes I'm a little right, sometimes I have no guess or am totally wrong, but the fun is in the attempt, not necessarily being right. Although, being right is a lot of fun.
Some people don't like them because of their long, drawn out qualities or the pointlessness of the ending on some of them, but isn't that life sometimes? You think there's meaning in everything and sometimes there's none!
I guess my biggest reason for liking them is I grew up with my father telling them, a twinkle in his eye and a smile on his lips. He enjoyed the humor and the anticipation, and now so do I.