Apart from "Red Rum" this must be my favourite episode so far. We get to watch Jane work in some of his finest moments, and it's the first episode where the strength of his personality is shown in a more direct manner. The sequence where he visits the Russian mobster and the conversation he has with him, as well as his whole attitude towards him show that Jane doesn't really care about what he's supposed to do, or what other people would do in his place. He just has his own special way of seeing things, having been forced to re-evaluate the importance of everything through the traumatic loss of his wife and daughter. He knows what matters and it's not money, following orders, being liked or making a career. He has left all that behind and he just speaks his mind whenever he feels like it, trying to do the decent thing. That comes through very clearly in the scene in the tycoon's office, when he tells him about his behaviour towards his daughter.
Now apart from that all the time he is being extremely clever and perceptive. He does all of our favourite things in this episode. He's humoristic, drives his colleagues insane(especially Lisbon, I just love the chemistry developing between those two, and Robin Tunney is someone I've always liked as a person so I totally approve of Lisbon and Jane clicking), catches people off guard with his discoveries, tricks them into revealing the truth, and during the whole time he gets to be classy and carefree about it. Simon Baker really does the character justice. He gives everyone hell, switches the real painting for the fake one, defies a Russian mobster and actually ends up being liked by him, defies a world-class multi-millionaire and ends up getting his approval too, helps the millionaire's daughter get a sense of closure and mourn for her dead husband, catches the bad guys and in the final scene drive Cho and Rigsby totally insane! Again! Hilarious.
Small glitch in the episode summary here: It's not the millionaire's son that gets killed, but his son-in-law.