Self-reference is a theme not only in logic (as in "This sentence is false", Gödel's theorem) but in jokes. A certain kind of joke (appealing especially to males?) depends on it.

I'm the humblest person I know.

I used to think I was indecisive, but now I'm not so sure.

The workshop on procrastination has been cancelled, as no-one got around to enrolling.

Anyone who visits a psychiatrist ought to have his head examined.

We never make misteaks.

87.5% of all statistics are made up.

Here, take this placebo.

The technical term for "being unable to remember the word you want" is, uh ...

There are three types of people in the world: those who can count and those who can't.

The two rules for success are:
1. Never tell them everything you know.

There are 10 types of people: those who understand binary and those who don't.

We Poms hate being called whingers.

Nostalgia isn't what it used to be.

There should be a rule that we don't talk about politics.

What is the origin of the word "draconian"?
The ancient Greek lawgiver Draco enforced severe penalties on people too lazy to look up dictionaries.

Theorem: Consider the set of all sets that have never been considered. Hey! They're all gone!! Oh well, never mind ...
[From David Batchelor; ref]

Index:
Recursive loop: See recursive loop.
[from Borland Pascal with Objects 7.0: Language Guide (1992); ref ]

To Joanna:
My brilliant and beautiful wife without whom I would be nothing. She always comforts and consoles, never complains or interferes, asks nothing and endures all, and writes my dedications.
[A.P. Malvino, Electronic Principles (1993); ref ]

One of the contenders from the California State University's Bulwer-Lytton contest, for an opening sentence to rival B-L's classic "It was a dark and stormy night":
"With a curvaceous figure that Venus would have envied, a tanned, unblemished oval face framed with lustrous think brown hair, deep azure-blue eyes fringed with long black lashes, perfect teeth that vied for competition, and a small straight nose, Marilee had a beauty that defied description." [ref]

A logician saves the life of a tiny space alien. The alien is very grateful and, since she's omniscient, offers the following reward: she offers to answer any question the logician might pose. Without too much thought (after all, he's a logician), he asks: "What is the best question to ask and what is the correct answer to that question?" The tiny alien pauses. Finally she replies, "The best question is the one you just asked; and the correct answer is the one I gave."
[contributed by Rich Hilliard]

Is this a self-reference joke?:
Wagner's music is better than it sounds.
[E.W Nye, quoted in Mark Twain's autobiography]

"I never make predictions. I never have and I never will."
[Attributed to Tony Blair (correctly?)]

I'm trying to be less self-deprecating, but I really suck at it. (Eric Knibbe)

Once I thought I was wrong, but I was mistaken. (Ralph Dratman)

I can be spontaneous, if I have enough time to prepare for it. (Dave Bellware)

Speling is my favourite subject (Bill Winder)

Eight from Kurt Richter:

Just say NO to negativity!

I am not in denial!

Things are more like they are today than they ever have been before.

Being bored keeps me busy. - Fray Pascual

I don't like to eat. It ruins my appetite. - Fray Pascual

I used to be a perfectionist, but I'm trying to improve. - Fray Pascual

Don't procrastinate. Put it off NOW.

Repeat after me. We are all individuals. - Brian (Graham Chapman) in Monty Python's Life of Brian.

A man's response to seeing the ocean for the first time: "It's not as big as I thought it would be." (Brad Reid)

If you're right 90% of the time, why quibble about the other 5%? (Joel Gwynn)

All generalizations are wrong (Vivek Dhar)

"Sterility is hereditary" and "disobey me". (Alexandre Bouthors)

I swear to god i must be the only true optimist left on the planet. (Carl Crowder)

My apathy causes me problems, but I don't care. (Carl Crowder)

Four from Gary Ecklund:

It's extremely important that you fully understand how completely trivial this statement is.

If I am not on Mars, I must be somewhere else. Since I am somewhere else, I must not be here. Could I am there? It is certainly somewhere else. Please take a look and let me know if find me.

Paraphrased from Victor Borge on stage: "The last time I was here... - well it's not the last time, this is. But I hope it isn't.

What is this a paraphrase of?

I've felt like a goat, ever since I was a kid (James Demastus)

"Nobody goes there anymore, it's too crowded." (From Yogi Berra, several of whose famous saying are close to self-referential)

I'm not conceited. Conceit is a fault, and I have none. (Chris Mark)

Always remember that you are a unique individual; just like everyone else. (Mike Saltzman)

I want to join the Optimist's Club, but they probably won't accept me. (David Cervera)

Some people say I have a short attention span, but I (David Cervera)

I'm sorry, am I repeating myself? Am I being redundant? Am I saying things over and over? (Mike Kaply)

I tried to be patient but it took too long ('Anya' - Joss Wheedon, in Buffy The Vampire Slayer, via Maeve Kennedy)

I am never mistaken. Well, once I was wrong because I thought I was wrong. (Juan Pablo Martínez)

I thought about changing my mind, but then I reconsidered. (Brian Haynes)

A self-referential comic strip (Daniel Lyons)

"I went to a bookstore and asked the saleswoman, 'Where's the self-help section?' She said if she told me, it would defeat the purpose." Stephen Wright, Canadian comedian. (Nicholas Csergo)

Some further examples in Paul Niquette's Elegancelessness page.

xkcd's comment.