Lady Gaga also surprised me; I didn't expect her to handle the comedy so well.
It got off to a rocky start, though: the parody lyrics to "Applause" in the opening monologue were wasted unheard because the mix emphasized the brass and drowned out the singing. Then we went to the Second-Term Strength Paxil prerecorded commercial, where Jay Pharoah wrote and threw with his right hand when he was supposed to be portraying President Obama, well known as a southpaw. It would have been so simple to retake those shots or to reverse them in post-production, but nobody caught the flub.
Otherwise, one of their best shows this season I felt, though we could have made do with only one reference to the suspicions that she's a man. Three (or more; I may have missed some) were overkill.