A study in the Journal of Social and Personal Relationships has bad news for the likes of Woody Allen and Conan O'Brien, claiming that self-deprecating humor can damage relationships.
The Montreal Gazette provides an example that I will assume comes from experience:
A husband making fun of his recent weight-gain, for example, could embarrass his wife because she thinks their friends will assume she's failed to keep his health in check, or judge her because she chose to be with someone who'd let himself go, or because she thinks it tarnishes their image as a couple.
But it's not always the husband that's clowning around — the study's lead author Jeffrey Hall says that it cuts both ways.
What's interesting is that men and women use the same amount of self-defeating humour and are equally embarrassed by self-defeating humour. The reaction they're looking for is from other people — their audience. Because of that, they're probably not paying a lot of attention to how their partner is reacting. And the partner doesn't want to say anything because that would only draw more attention to how offensive (the joke) was.
Another tip could be to just not date jokers who probably watch too much television, only serious people with jobs in the finance or non-profit sectors. But if you and/or your partner insist on inflicting upon cocktail partygoers your and/or your partner's failed comedy career, Hall has at least one major no-no. "Really, really avoid using self-deprecating humour about how bad you are at being a lover. That's just not going to end well."