3. Supernatural, "Phantom Traveler" (Season 1, Episode 4)
At its inception, Supernatural was very clearly styled as a 'monster of the week' series, with a larger mythology arc that came to the forefront and to fruition at the end of Season One. After being on the air for eight full seasons now, it's inevitable that there have been cases made for all sorts of jumping on points from the pilot, to Season Four's premiere, "Lazarus Rising", and beyond. Season One's 'Phantom Traveler' is a solid choice in a few different regards. First off, it's early in the series run, so not only is there no heavy mythology to catch up on, you also get to marvel at just how short Jared Padalecki's hair is...all right, that's my one fanboy joke for this article, I promise. Anyway, Phantom Traveler features the boys' first run-in with demonic activity, which will become a centerpiece of the series later on down the road. It's a self-contained story that also hints at the larger universe of the show, finding a balance that's not easy to strike.
Honorable Mentions: Tall Tales, Pilot, Bloody Mary.