Every part of this episode was hilariously dark and very, very well written. The 9/11 part was very touchy, but still, it didn't feel tacked-on or useless. It made a good point about how stiff everyone is about the terrorist attack and ground zero.
The 'old yeller' spoof of sorts where this boy had to put down his dog, and several other things, was a good example of how men have to hurt to seem tough in this society. The fact that it just kept getting more zany was also a plus.
The woman skit was about on par with the minorities skit they had made on this series. I don't think it's touchy... in fact, you tell girls they can be anything they want, but when it comes down to it... a lot of them end up staying in status-quo. So the point comes off as a brisk tap on the head to society.
The main storyline had a lot of dark humor to it as well, but some silly humor made it all the better, and sorta balanced it out. I really like the puppet's personalities and how they bounce off of each other.
Overall, great episode.