addressing Punk: I quit watching SNL, circa 1995, so I've probably lost more of the context here than anyone.
Of the films I have seen that evolved from SNL skits, though, I liked 'em all, though the jokes and gags wore thin right after the first viewing, more often than not. That's probably not saying much, as I've only watched three of them in their entirety. Plus, towards Charlatan, did you not enjoy
Coneheads?
But, that said, if you are a fan of comedy, I wouldn't steer you away from any of these films:
The Blues Brothers (1980)
Coneheads (1993)
The Ladies Man (2000)
That last film, though, I didn't initially link to being an SNL skit until I saw that Will Ferrell was in the film as well.