Here is a list of my favorite "Sopranos" episodes ever. The first one is my favorite, and the rest are in no particular order.
I'd like to see others' opinions on their favorites. List your faves and talk a little about them!

#1. "Pine Barrens", Episode 11 of Season Three. It's the trendy pick, but it is the trendy pick for a reason: that episode is a masterpiece. The stuff with Paulie and Christopher pursuing the Russian gangster Valery through the woods and getting lost is amazing. Also, Tony's relationship with Gloria Trillo begins to unravel in this episode. All around, "Pine Barrens" is incredible.

Other favorites include Episode 5 of Season One, "College", where Tony takes Meadow on a tour of colleges in Maine and ends up killing a former mobster who went into the witness protection program. The interplay between Tony and Meadow is splendid.

Episode 9 of Season Four, "Whoever Did This", was shocking and simply amazing to watch. This is where Tony kills Ralph Cifaretto, out of nowhere.

Episode 12 of Season Two, "The Knight In White Satin Armor" was awesome. Here, we see Big Pussy Bonpensiero going into a tailspin as he tries to come to terms with life as a government witness. And we see one of the biggest surprises ever in "The Sopranos" when Janice kills her fiance Richie Aprile.

There is Episode Four of Season Four, "The Weight", where Johnny Sack wants bloody vengeance on Ralphie for the joke about his wife's weight. The intrigue in that episode was great, with Johnny conspiring to kill Ralphie without his boss's permission, and Tony and the New York boss Carmine Lupertazzi conspiring to kill Johnny. Both Ralphie and Johnny narrowly avoided death and didn't even know it.

Episode 12 of Season Three, "Amour Fou" was tremendous. This is the one where the Tony/Gloria relationship comes to an explosive end, and Jackie Aprile Jr signs his death warrant by holding up and shooting up that Family-run card game.

Episode 13 of Season One was a good one. All of the major plot threads in this season come to a head here: the war between Junior and Tony comes to a bloody conclusion and Tony learns the truth of his evil mother trying to have him murdered.

The finale of Season Two, "Funhouse" is a good one. It is a weird episode, since much of it was Tony's fevered, hallucinatory dreams from food poisoning. But this episode has perhaps the single most intense scene in the entire show: the execution of Big Pussy at the hands of his friends Tony, Silvio, and Paulie. I remember seeing that episode for the first time, and being absorbed by what I was watching.

Episode 13 of Season Four, "Whitecaps", was incredible. Edie Falco as Carmela steals the show. Carmela is through with Tony's womanizing, and they have an unbelievable war of words that ends with the death of their marriage and Tony leaving the Soprano household.
Some people were disappointed in the Season Four finale because no major characters were killed, but I disagree. If you want constant murders and violence, you can always watch "Goodfellas".
"The Sopranos" is MUCH, MUCH more than that. I thought this episode was awesome.

I like
Pax Soprana
Pine barrens
From where to eternity
Army of One

I descending order....
Pine Barrens
As much as like to be different than the majority, it's extrememly difficult to pick another episode for a first choice. This is by far the funniest, with the best quotes, excellent directing, and was actually the first episode i ever watched, when I was up late in bed one night and flicking channels, I caught this and couldn't stop laughing. I still can't stop laughing.

Funhouse
Although all the season finales are great, this one is (probably) my favourite. The dream sequences are amazing (the best ever on the show), and how the Pussy storyline comes together with the fish vision is genius, IMO.

Denial, Anger, Acceptance
Part of the opening four-episode-run that I find the most consistent of consecutive episodes, at the start of season one (which began the entire show, and whose momentum was stopped somewhat by College). The deal with the Hasidic, with Silvio and Paulie going to visit their Jewish friend is class.

Meadowlands
The conclusion of the four-episode-run of the opening of season one, and what a mini-conclusion it is, before we go to College for a different take on the plot. With Brendan dead, Chris almost dead, and Tony beating up Mikey Palmice with a stapler (that punch is probably my single favourite Sopranos moment ever!), and AJ searching the Net about Uncle Jackie and Tony's business, this is an amazing episode.

In no order....

The Weight
Possibly the most tense episode ever, but ending with a somewhat anti-climax. Johnny Sack and Ralphie's tension is immense, and I love the moment when Tony (being as Tony as ever) answers the phone to Silvio, says "what!?" and then we cut to his jeep screeching to a halt as he goes to question Johnny "What the fuck?"

Whoever Did This
The most shocking death brilliantly choreographed fight sequence, and some cracking humour before everything goes downhill in the kitchen (Junior's fall and Raplhie's phone call).

University
Noah is as annoying as ever (but somehow making compelling viewing), and Tony's punch at Ralphie is my second favourire single moment from the show after Mikey's stapled experience. The killing of Tracee is possibly the most violent scene on the show.

Whitecaps
The most emotional episode that left a lump in my throat, as we have come this far with Tony and Carmela, learning to love them and even become them, and it all comes tearing apart in an explosive episode.

Mick

I like the episode where, Mikey P. Gets wacked capo you've got a great memory, to remember the episode names, i've got all four box sets and i cant remember em'

The episode where Mikey Palmice gets ventilated by Paulie and Christopher was the Season One finale, "I Dream Of Jeannie Cusamano".

Here's another episode I can add to my list of favorites: "Down Neck" from Season One, the episode with the flashbacks to Tony's childhood. Really good episode. It's got a great quote from Tony, talking to Livia: "You're a real stone player, Ma. Everyone said Dad was the ruthless one. But if you had been born after those femnists, you'd have been the real gangster."

Definatley one of my favorite episoides. That whole storyline with the Hasidics. I also LOVE the one where Paulie and Sil are looking for the teachers car and they go into the coffe place and Paulie looses his mind because they are selling old fashioned coffe pots, etc. and he steals the coffe pot!

Don Cardi

The ending of Denial anger acceptance is what got me hooked on Sopranos. It revealed to me the true genius that this show has to offer.

I thought I'd bump this thread so we could chat about our favorite episodes from Season Five.

Definitely, without a doubt, The Test Dream. Possibly better than Pine Barrens even....or perhaps not.

Mick

Here are the three best episodes from Season Five, in my opinion.

Episode 2, "Rat Pack". A lot of major stuff unfolds here. Carmine Lupertazzi, the New York boss, dies, beginning the feud between Johnny Sack and Little Carmine. We see Raymond Curto working closely with the FBI and not minding it a bit, as well as Adriana's increasing guilt over doing the same thing. Tony also takes care of the crooked contractor Jack Masserone, who got flipped by the Feds.

Episode 5, "Irregular Around The Margins", where Tony very nearly tries to screw Adriana, resists the temptation, but still winds up embroiled in controversy and bad blood with Christopher when he and Adriana end up in the car crash. The scene where Tony nearly executes his nephew (before Tony Blundetto intervenes) is incredible.

Episode 12, "Long Term Parking". This is the one where Adriana reveals everything to Christopher and gets killed for it. This was the best episode of Season Five and one of the best the entire series has ever seen.

Bring on Season Six!