I agree on Shakespeare in Love - I thought it was easily the best movie that year (yes, better than Saving Private Ryan which, after seeing once, I have zero interest in watching again - same can't be said of SiL for me). It is also most definitely a comedy.
My first thought, though, was American Beauty -- I think if a show like Desperate Housewives is being put into the "comedy" category, then in a way so could American Beauty. It really straddles the two genres, though, so it's hard to tell.
As for Dreamgirls/Chicago -- musicals are a separate category from drama or comedy. I think they're lumped into the same category as comedy for the Golden Globes because enough aren't made to merit their own, but really they're not either...
Hi, Shirley Temple Pudding.