Episode #5 "Ballad of Fallen Angels" was where the series first got really interesting imo, with the introduction of Viscious, and some Spike background story.
The episode "Waltz for Venus"--that was such a bittersweet ending, how sad about Roco!
"Mushroom Samba" was the funniest episode imho.
"Hard Luck Woman," episode #24. Faye finds her past, only to discover it is lost forever. That was so sad, I really felt sorry for the self centered money grubbing gamblaholic little snark!!!! And to top it all off Edward left (See you space cowgirl, sometime, somewhere). The saddest episode, that is until. . .
"Real Folk Blues pt 2" with the deaths of Julia and Spike. A classic tragic ending, but how could the series have ended any other way?