First, I think you got to understand that having a sense of
humour, doesn't necessarily mean you are funny. So it is ok, if
people don't understand it 
Second, even if people think you are funny, they might not
appreciate your sense of humour. Lots of people laugh at my jokes -
without truly understanding WHY I am saying it sometimes. They just
think I am eccentric. -shrug-
It isn't always easy to find someone who have the same sense of
humour as you. When you do, its almost like singing a jazz duet,
the improvisations on both parts driving the melody to create
something so original that the laughter is secondary - and you
always depart from that person feeling a sense of gratification.
Contrary to what you said, some of my most memorable moments of
laughter have been with the wittiest funniest girl friends. And
yeah, they are Singaporeans.
And yet.. while some may enjoy the oscar wilde type of sarcarstic
witticism, cutting irony - I don't think I can live with someone
who is constantly working on the quality of humour - but rather,
someone who has the sense of humour to find the funny, cherished
little things in the mundane life both have to lead together - I
guess that's what is important about it all.