I also loved when Paulie lost his shoe in the Pine Barrens episode and then made a shoe out of the van carpet. When that fell off, he started shooting at it shortly before Tony & Bobby found them.

And the rant by Tony to Silvo at the end of "Christopher."

"Did you get all this 'cause you're Italian? No, you got it 'cause you're you, 'cause you're smart, 'cause you're whatever.
Where the fuck is our self-esteem? That shit doesn't come from Columbus, or The Godfather, or Chef fucking Boyardee."