Legendary. You already have several good examples, my favourite being his response to Lady Astor, "If I were your husband I would drink it!" It is important to remember that they were old friends, and remained so afterwards. It is equally important to remember that Churchill never used foul language, or words like "Libtard," "Contard" or "Democrap." All of his insults were well phrased and perfectly appropriate.
Better still was Benjamin Disraeli. When William Gladstone said that Disraeli would obviously die "either by hanging or the pox," Disraeli replied, "That depends on whether I embrace your morals or your mistress!"