My favorite bit is at about 4:00, when they start going on about cheesus.
Another great moment is at 5:40
"I don't see her"
"I don't either, but it's still a good story"
Unless you've been under a skeptic proof rock, you'll know that this is the result of pareidolia (1 2 3), which is basically a perceptual illusion which comes from our pattern recognition system. The human brain is wired to selectively perceive things that look like a human face, which may be an inherited survival mechanism, or just one of many floors in our "intelligently designed" perceptual systems (ahem).
Either way, I find illusions and perceptual psychology incredibly interesting. There is even an audio type of pareidolia, an example of which is the 'Angel in the choir'. This is when a choir is singing in perfect harmony, which creates a harmonic resonance that creates the illusion of an additional, etherial voice singing amongst the choir. I'm not sure if anyone has ever claimed to have smelled Jesus (I wouldn't be surprised), but I'd guess he wouldn't be too fresh after all this time!
Some famous examples of pareidolia are:
The face on mars
The bigfoot on mars
The Moon Rabbit
And of course the Jesus is and arsehole
It seems that most of the images are somehow connected to a myth, superstition or folklore, but the one example of pareidolia that really clinces for me is this one.