Small Gods has to compete as one of my favourite Discworld Novels. It is very, very funny - and yet, it reaches depths of observation about humanity, religion, philosophy that many an academic treatise barely scratches.
I have listened to Small Gods many many times now. I can say with little fear of being wrong that it is my favorite audiobook and performance. It's both hilarious and thought provoking.
This book really speaks to Pratchett's philosophy on religion, spirituality, cruelty and humanity. The first time I read this it opened my eyes without being heavy handed or preachy.