I like holding the door open for men and saying ladies first.
Is there a point to it? What do you like about doing that?
I like to joke around with others
Calling someone a lady after holding a door is sexist. You are using gender as an insult which makes it seem that you think women are inferior.
What? I'm not being sexist. This is funny and people enjoy this.
Not everyone is going to find such things funny, so I believe it's best to look out and find a better joke to tell when you open the doors. Saying such things can be hurtful and anti-woman to the wrong people. So why not say something else that's funny?