The most widely known version appears in Stephen Hawking's 1988 book A Brief History of Time, which starts:
A well-known scientist (some say it was Bertrand Russell) once gave a public lecture on astronomy. He described how the earth orbits around the sun and how the sun, in turn, orbits around the center of a vast collection of stars called our galaxy. At the end of the lecture, a little old lady at the back of the room got up and said: "What you have told us is rubbish. The world is really a flat plate supported on the back of a giant tortoise." The scientist gave a superior smile before replying, "What is the tortoise standing on?" "You're very clever, young man, very clever", said the old lady. "But it's turtles all the way down!"[1]The origins of the turtle story are uncertain.
Darren brought this up today - I've used this phrase a lot in the past, although I don't recall where I got it from. I did read and enjoy the Discworld series.
Yak shaving is another personal favourite.