I'll glady misquote you, Roger_Thornhill because these, ultimately are my exact feelings. Scorcese's 'gangster' films often show a quite fantastic sense of black humour (!) but what you call the playfulness of The Departed, I call the silliness. So much of the humour is more in line with Tarantino and his imitators not with the black humour of say a Taxi Driver or a Casino.
There is a sense of humor of course to both Goodfellas and Casino, but I feel that both films were grounded in a sense of reality that is only superficially present in The Departed, perhaps because the earlier films were based on true stories. Goodfellas takes the POV of Henry Hill and consequently we see both the upside and later the downside of being a gangster. You're right Andre, Goodfellas is playful to some extent, but behind it is the harsh reality of living a life of crime and murder. In the beginning we see Pesci sadistically stab a man to death in the back of car and we hear Henry say in VO, "All my life I've wanted to be a gangster." The irony of course is the enthusiatic narration juxtaposed against the (I believe) freeze-framed image of Henry looking exhausted and scared. Scorsese is obviously asking, why would anyone want to be a gangster if you have to witness and participate in such inhumane acts? Scorsese's representation of the gangster's life is honest in that it shows the "glorious times" and the paranoid, frightening, and confusing times. No one would want to be a gangster if it was a life of complete and utter misery, but clearly Scorsese argues that the brutal reality of being a gangster is not worth the occasional joys or highs in the end. Furthermore, much of the humor in the first half comes from Joe Pesci's character, but as the film progresses it becomes quite clear that he's a complete and utter sociopath. Throughout The Departed that sense of humor and, for lack of a better word, playfullness (or silliness as Don Lope said) remains. The audience I saw it with loved Jack on the screen the entire time whether he's making rat faces, brandishing a black dildo in a porno theater, or coming up with witty one-liners that left people in stitches (it almost made me wonder at times if it was Jack in control or Scorsese). Goodfellas and Casino do not have that, especially the latter film where from the start Pesci is portrayed as a monster (the stabbing-the-neck-with-a-pen scene). Where Jack's character in The Departed is cartoonishly exagerrated, Pesci's in Goodfellas is simply over-the-top, but not a caricature like Jack is. Casino is a much darker film in tone than Goodfellas and especially The Departed. The violence in Casino so startled me (especially Pesci's death scene) that I had to look away, it was so savage that it made me sick. And as Don Lope pointed out, Casino and Goodfellas lack the clever one-liners of Jack and Alec Baldwin's characters that make The Departed
feel more like a scripted Hollywood movie than the realism of Goodfellas and Casino. So while I'll agree there is a certain cinematic playfulness to Goodfellas and possibly Casino, I think those two films are vastly different in tone than The Departed. I hope that made sense because I think I was sort of rambling on. My apologies if it doesn't.
EDIT: Oh, thanks Andre (and others) for pointing out where "Gimme Shelter" was used in Goodfellas and Casino, I knew I heard it in one of his earlier films. I really have no problem using "Gimme Shelter" repeatedly, it's just that I remember Scorsese using pop music in more dynamic ways than, in my view, the pedestrian manner in The Departed. Can you imagine Scorsese using any other song than "Layla" in, as someone earlier called it, the-everyone-getting-whacked montage? I can't, it fits perfectly. I can easily see him using another song in the opening of The Departed and esecially in those sequences where the heavy-metal-Irish-folk song is used.
Welles never won an Oscar. Wilder is ok, at least he has "double indemnity" and "sunset blvd" under his belt. Polanski and Bertolucci won Oscars for lesser stellar works in their respective reportoire to say the least.
Stone? 
Soderbergh? Not there yet.
