Thanks for this thread. I don't know how I missed your question earlier!
I'm unusually sensitive to both humor and music, in negative as well as positive ways -- so I've spent years (I'm an old person) analyzing both, in an effort to gain a better understanding of how these aesthetics operate, and to gain better self control (especially as concerns behavior in public places, situations in which uncontrollable laughter or "spacing out" for two or three hours is not an acceptable option, and when operating a moving vehicle or other potentially dangerous machinery).
I agree with Hex that ordinary jokes usually have a one-time punch, then their effect fades rapidly. But not all humor is destined to fade. Some humorous images and thoughts, which may not even strike us as very funny upon first perception, seem to persist in our minds, and even grow in importance over time. They just won't "go away". The same, I think, is often the case with particular pieces of music, or musical styles -- while a large percentage of our "Top 40 of yesteryear" fades into trivial memory.
Choosing between humor and music? A difficult question to answer since my greatest aesthetic pleasure comes from "humorous music", using the term "humorous" in a broad sense. But like beautiful melancholy music, humor has a relative counterpart in the tragedy of "the human comedy". Think of great cinema, for example -- regardless of a film's "classification", a great film, a film that endures, contains elements reflective of the fullness of humanity: our humor (sometimes expressed as irony or absurdity -- and sometimes just outright bawdy relief), our tragedies, our delights and our disappointments, our summer warmth and our winter cold.
Oh God, I've turned your wonderful OP into a treatise on the human condition! Sorry. But I would be interested in learning of specific humorous thoughts and images which persist in others' minds, which just "won't go away", and music which has a similar effect.