I would agree with the other reviewers; this is not the Marx Brothers' best film. ( see Night at the Opera! ) but it does have plenty of moments which put it up there with the top 3 or 4.
The sheer unpredictability is what makes this film great, from when Margaret Dumont gets in Flywheel's car, to the absolute comic genius of the funniest chase scenes i have ever scene. It knits together perfectly as the various characters find themselves chasing or chased in various different situations. You have to admire both the writing and the ability of Groucho to turn 180 degrees on a unicycle!
Of course, the musical numbers are a bit of a pain, but this is certainly not out of the ordinary for a Marx Bros film is it!