An oxymoron occurs when two contradictory words are together in one phrase. In fact, oxymoron translates from the Greek words oxy meaning sharp, and moron, which means dull. Thus, the word itself is two contradictory words pushed together. For a fun read discussing many types of oxymorons (or oxymora - also a valid plural of oxymoron) check this discussion of oxymoronology.
Let's begin my list with a classic - jumbo shrimp. One look at my over-sized frame and it should be obvious why I like this one - they taste great. They are equally excellent deep fried, sauteed in butter and garlic, boiled and chilled with a nice spicy cocktail sauce or my personal favorite - in a nice Madras curry sauce over rice. and,it is even now the .nickname of a minor league baseball team (the Jacksonville Jumbo Shrimp)
Next up is one every fan of the comic strip Peanuts knows well - Good grief. Now realistically I know of no grief that can be called good but in this instance it has been co-opted by Charles M. Schultz's characters. I must admit to sharing this sentiment with Snoopy on occasion. And, it is regularly used by our hero Charlie Brown for many a frustrating circumstance. It has come to stand fora feeling of extreme exasperation.
Number 3 on my list is act naturally. I like this one because of the Beatles song from years ago and the irony - act naturally. Interesting - it is said the best actors and actresses are naturals at acting naturally. As a side note - I saw the Beatles in their last live gig on the road in 1966 at Candlestick Park in San Francisco. The tickets cost a whopping $4.50 each. They sounded awful - LOL - but it was a fun time. I'd do it again in a heartbeat.
Next up on my list is soft rock. Soft rock? I prefer my rock to be loud and with a great beat - like this little ditty. The fact that the song is a riff on the Indian sex manual The Kama Sutra is clearly a bonus. Songwriter one, censors zero!
For number five I am going with pretty ugly. There is a clever commercial running on television here that has an installer placing a satellite dish in a very conspicuous place on the front of a house - the commercial is for a cable company (no satellites). The homeowner comments it is pretty ugly and the installer asks her to use those words if she writes a review - emphasis on the pretty.
That completes my list but there are several others that are worth mentioning - spendthrift, bridegroom, bittersweet, ballpoint, speechwriting, firewater, someone and wholesome - all single word oxymorons.. This is a discussion that could go on and on,