Season 9, Episode 16: "The Burning"

According to Puddy.

Have you heard the one about the guy with coffee and doughnuts--?

-I'm not in the mood. -I'll have some coffee and a doughnut.

What do you care? You don't believe in hell.

I know, but he does.

So it's more of a relationship problem than the final destination of your soul?

Well, relationships are very important to me.

Maybe you can strike one up with the Prince of Darkness...