Comebacks take a long time to learn. Probably all the insults directed at me are now done so in a nonoffensive manner, by friends, so if I can't think of anything it doesn't really manner, because they're my friends, and they're messing with me. If I do think of something, it's usually pretty rewarding because everyone observing will say, all at once, "buuuuurn." Then we'll laugh and it'll be over.
The trick is to learn from guys who have quick tongues, and sharp wits. People you see daily, and people you don't--like, for example, Winston Churchill.
Here are some of the comebacks I could find:
to Liverpool socialist MP Bessie Braddock, who told him, "Winston, you're drunk.":
Bessie, you're ugly. And tomorrow morning I'll be sober, but you'll still be ugly.
upon being told, "Must you fall asleep while I'm speaking?":
No, it's purely voluntary.
upon being told by Lady Astor, "If you were my husband, I'd put poison in your tea.":
If I were your husband, I'd drink it!
upon being informed by a fellow Member of Parliament that his fly was open:
It is of no account; after all, the old bird does not fly far from his nest.
From
http://www.jimpoz.com/quotes/speaker.asp?speaker=Sir+Winston+Churchill
The guy was also an amazing public speaker, but that's another post...