My personal favorite episode is Shindig. It's shiny.
I mean, Mal making an ass of himself, a pretty dress with ruffles, all the gentlemen at the ball hanging out with Kaylee and talking about ships...
Plus an awesome sword duel with a jackass getting blacklisted.
Well, and also, Jubal Early was really very awesome, and it was right about that episode that I really felt like River was starting to blossom as a character.