Having a sense of humor has served me more than it has hurt me - just in the sense that it has allowed me to keep my sanity.

This quote means that having a good sense of humor has helped the speaker to remain mentally healthy and in control. This can be seen from how humor has helped them to cope in difficult situations, take criticism and setbacks in stride, and generally not take themselves too seriously. This has also allowed the speaker to stay balanced and enjoy life more. Having a good sense of humor can also make social interactions easier and more enjoyable.