The "here to see the queen," exchange in SiB might be considered a pun, in that it could refer either to Mycroft representing the British government, or Mycroft being, well, a queen.

And I think "Homeless network" is sort of a pun, too. ("Holmes" and "homes" - another contemporary character based on Holmes was named House.)

And then of course, there is "I am Sherlocked," which refers to the phone being "locked" with a password, but also either "Sherlock has trapped me," (literally) or, "I'm locked into being in love with Sherlock."

Any other puns or plays on words?