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Right. If it's a song, chances are good it may already have a page in Category:Songs (check there first). Recurring Muppets? Check Category:Sesame_Street_Character_Sketches (for major characters like Grover or Ernie and Bert]], they're subdivided by theme or location; Waiter Grover, E&B at home, whatever). If it's a filmed insert that's part of a series, try Category:Sesame Street Live-Action Sketches, for animated inserts (if a series or a song), Category:Sesame Street Animated Segments (and some are under the pages of the animators or designers, like John Korty or John and Faith Hubley). All of the above have ekas.
Some miscellaneous stuff without solo pages but forming loose series can be found on Sesame Street Letter Segments or Sesame Street Number Segments. For the rest, the methods Shane mentioned work best.