I haven't seen Shaun of the Dead, but I thought Hot Fuzz was great. I thought the first two Naked Gun movies were pretty good.
I liked the first Scary Movie when it came out, but I tried watching it a few months ago and I couldn't remember what I liked. And I think each successive film from that group of writers/actors had just gotten dumber (this includes the Scary Movies, Epic Movie, Date Movie, etc). Rather than trying to put together a cohesive story, they basically throw out every sight gag they can think of and sting them together with the thinnest thread of a plot - usually borrowed from one of the movies they are spoofing.