If you enjoyed the Holy Grail, then you should definitely watch Monty Python and the Life of Brian. If your whistle needs further wetting, Monty Python and the Meaning of Life, followed by Monty Python's Flying Circus ought to do the trick.

It's a classic for a reason! I don't think many modern movies capture the same style of humor, but I second Life of Brian.

They're not British, but if you haven't seen all the Mel Brooks classics, I consider them close enough too.