Mine would be Babylon 5 which was a 5 year story arc about a space station which was, In the shows terms, the last best hope for peace. I was always surprised by the plot twists, and I enjoyed Londo and G'kar's fights.
to pick a best episode would be kinda hard since they all are basically one large episode, seeing how, If I remmeber correctly, there were barley any filler episodes, unlike the sequel Crusade, (which was ruined by marketers and canceled once it started getting Intresting) but I feel that the final episode was great, since it was ending of all the stories, just like a final book isn't as good as the first, but you have a sense of completion with the reading.