Melissa McCarthy: The Secrets of My Funniest Moments

“I said even before the pilot that I had no interest in playing the harping woman,” Melissa McCarthy tells PEOPLE of her Emmy-winning role as Molly Flynn on the CBS sitcom. “If he was just dumb and I was just bitchy, I don’t know who wants to root for that.”

It goes without saying that the actress stole entire scenes of the 2011 hit with her hilarious one-liners and no-holds-barred antics as the bawdy sister of the groom. “I love when I watch something and I get red because I’m so embarrassed for them,” she says of her part in the film. “I thoroughly enjoy that.”

Reteaming with Bridesmaids director Paul Feig in 2013, McCarthy had a blast playing a slightly off-kilter law enforcer working to take down a Boston drug lord. And working with PEOPLE’s Most Beautiful Woman Sandra Bullock wasn’t so bad, either. “Sandra is just one of the coolest, nicest people,” McCarthy says. “That whole bar dance scene somehow felt like we got wasted.”

“It didn’t survive that dang writers’ strike … I was kind of heartbroken … But God, we had so much fun,” she says of her sidekick role in the short-lived 2007 ABC comedy, which co-starred Christina Applegate as a woman who loses her memory following a car crash.

Going undercover as a secret agent in her latest Paul Feig film, McCarthy donned several ridiculous wigs – by choice. “Usually I go to a wig store and I try on a million things, and the second the right one gets on my head, I’m like, ‘Oh, God, that’s her,’ ” she says. “I’m the idiot that’s always like, ‘Can I look even worse? Please?’ ” It works: Spy (which co-stars Jason Statham, Jude Law and Rose Byrne, among others) hit No. 1 at the box office during its opening weekend.

In the wildly funny 2013 skit parodying the firing of Rutgers men’s basketball coach Mike Rice, McCarthy played an abusive women’s coach who hurled basketballs and toasters at her players before going at them in a golf cart. “I truly almost ran down those girls,” says McCarthy of her character, Coach Sheila Kelly.

In 2000, “I got [the role] like, two weeks before my 30th birthday,” McCarthy recalls of the part of docile small-town chef St. James. “That was pretty wild because it was the first time ever that I could actually say I was an actor.”

Before ever hitting the silver screen McCarthy was a member of The Groundlings comedy group, an L.A.-based improvisational theater company in which she met her now-husband, actor-director Ben Falcone, in 1998. The training helped her find her comedic footing, she says. “You can play eccentric. You can play someone with a peculiar point of view, but it’s always better to know the thought process behind it, [and] I think that is almost always right.”