All of his voice work (Jay Sherman and his multiple performances on The Simpsons) are fantastic. I also think that, after a shaky start, he really did well as Max Louis on NewsRadio. I think he still gets a bum rap for his tenure on that show.
And anytime he and Phil Hartman worked together on Saturday Night Live was gold...one skit I remember had Hartman playing Peter Graves interviewing Lovitz as a scientist. Graves' idiocy just got Lovitz angrier and angrier...brilliant stuff.