He's particularly proud of his role in bringing down the lobbyist Jack Abramoff and sometimes mentions that before or after this.
McCain: "A guy came up to me and said, 'Did anyone ever tell you you look a lot like John McCain? Doesn't it just make you mad as heck?'"
Analysis: He's saying, "OK, I understand that there are people out there who think I'm a jerk. That's OK. I can laugh about it, so how big a jerk can I really be?"
McCain: "There is so little water in Arizona that the trees chase the dogs."
Analysis: This gem requires some context to make sense as it would be amusing but strange to just tell this joke out of the blue.
In Michigan, he used it as an aside to saying he was opposed to a scheme to pipe Great Lakes water to Arizona (something I'd never heard of).
In South Carolina, he brings it up while saying he sides with South Carolina in a water rights dispute with North Carolina.
McCain: "Oh, and by the way the Phoenix Chamber of Commerce asked me to tell you that it's 78 degrees there today."
Analysis: Obviously best told in a cold climate state — and preferably on a cold day in the middle of winter. Much less effective in summer when it is 120 degrees in Phoenix.
The point: "I may work in Washington, D.C., but I am from somewhere else far, far away."