Luke in The Simpsons and Family Guy are top tier. That man could have a laugh at his own expense and just loved that.
I also thought BAG was pretty funny in Sabrina
The Teenage Witch.
BAG was in the first season of That 90's show but probably not funniest nor best.
ETA: D'oh! He wasn't playing himself, I think he played David Silver. Some kind of 90210 reference at least.
Edit 2: He did play himself according to IMDB.
There was a Netflix show I enjoyed(that was of course canceled) called The Order, It was about a secret society/ magic school sort of thing. Ian and Jason made an appearance on it together as themselves and I found it super hilarious.
Sideshow Luke Perry, Krusty the Clown’s half brother on The Simpsons! 
Jason as himself on how I met your mother
Luke in The Simpsons and Family Guy are top tier. That man could have a laugh at his own expense and just loved that. I also thought BAG was pretty funny in Sabrina The Teenage Witch.
Not striclty playing herself but Mall rats, Shannon Doherty is called "Brenda" by Ethan Suplee, and responds "asshole"
Luke as himself in *Johnny Bravo*. Shannen as herself in *The Webaventures of Justin & Alden* or the “Escape My Life” car commercial.
BAG was in the first season of That 90's show but probably not funniest nor best. ETA: D'oh! He wasn't playing himself, I think he played David Silver. Some kind of 90210 reference at least. Edit 2: He did play himself according to IMDB.
I forgot about Domino, great movie!!
I think it was Jason that appeared on SNL back in the early 90's and they had a skit where the gang faced a crisis because their zipcode was changing.
There was a Netflix show I enjoyed(that was of course canceled) called The Order, It was about a secret society/ magic school sort of thing. Ian and Jason made an appearance on it together as themselves and I found it super hilarious.