I use this one frequently:

"Are you Scottish?"
"Actually, I'm looking for the Sons of Italy or the Polish-American Society meeting!"

"Are you a piper?"
"A true Scottish gentlemen knows how to play the pipes...and dosen't!"

"Do you play the bagpipes?"
"No, but I can play the CD player!"

"Is there anything worn under the kilt?"
"Last time my wife/girlfriend checked, everything was working fine!"

And, finally, this one is for taking the wind out of someone's sails, especially college-age men -- but use it sparingly:

"Nice skirt!"
"Yeah, your girlfriend thought so last night!"

Cheers!

T.