I agree with Indistinguishable, there are so many good ones, but I like Roswell That Ends Well.
Bender is the UFO that crashed outside Roswell, Fry becomes his own grandpa, some great animation. Plus, I live in New Mexico, where UFO crash sites are marked on the aviation chart.
In no particular order - Roswell That Ends Well, The Farnsworth Parabox, and Amazon Women in the Mood. And because my brother lives the Chairman Koji stuff so much, maybe The 30% Iron Chef.
This episode is apparently the favorite of others as well. As noted in the linked wiki, that episode won a well deserved Emmy Award in the Outstanding Animated Program (Programming Less Than One Hour) category in 2002.
One of my favorites would probably be The Sting, but I’m an old softie.
Ooh. “The Problem with Popplers” and “The Farnsworth Parabox” are probably top two for me. Of course, someone else will no doubt mention another and I’ll think, “Oh yeah, that one was great, too.” I don’t think there are any episodes I don’t love.
Anthology of Interest 1 & 2. Cmon, an entire act about a video game world? The funniest Wizard of Oz parody ever (Bender to Mom Witch: Why did you bring us here? Zoidberg: and why did I have to take a cab?)? Gary Gygax: I am rolls dice thrilled to meet you!
Also Fear of a Bot Planet. SILENCE! That episode hooked me once and for all as Futurama being my current favorite show on the air. SIIILENCE!
And The Farnsworth Parabox, simply for the concept of an alternate universe where coin flips always have opposite results.
And The Why Of Fry both for the concept of the ultimate database of knowledge (SDMB?) which upon completion the universe must be destroyed so that no new information can be created, thus outdating it…and also for the continuity surprises…
I like how when they revisit robot hell to make a deal with the devil, there is a throwaway gag showing them rehearsing the song. I guess to use on future damned robots.
I like “Amazon Women in the Mood”, where they end up on the planet full of giant Amazons and nearly get snu-snued to death.
“Kif Kroker, as the most desirable male, you will be snu-snued by the most beautiful women of Amazonia…THEN the large women, THEN the petite women, THEN the large women again.” It cracks me up how all three groups are basically identical.
“The spirit is willing, but the flesh is spongy and bruised.”
It would be easier for me to name ones I didn’t like, since it’s a smaller list. (The Honking, A Clone of My Own, Bendin’ In The Wind off the top of my head).
“I come from a world that was run by a chauvinistic manputer… that was really a man-bot. Have you any idea how it feels for a fembot to live in a man-bot’s manputer’s world?”
“What?”
And the faces they make after the verdict of death by snu-snu.
I also think it’s easier for me to list my least favorite episodes;
the Cubert episode (or any ep with Cubert in it)
the Leela is a Blernsball player episode
Mars University (Guenter is basically a hairy Cubert), even though I liked the Robot House subplot
I’m sure there are others, but those were the ones that sprang to mind
and one of my favorite throwaway quotes;
<announcer> And the winner is, #3 in a Quantum finish!
<Prof. F> No Fair!, you changed the outcome by measuring it!
I don’t like the Pharaoh episode. In fact I’m not nuts about the Bender-centric episodes in general (Hell is Other Robots is a big exception). As a supporting character, he’s great, but as a lead he gets too obnoxious.
And one of my favorite quotes is when the galaxy, God?, and Bender are talking after all the people on the Bender died and Bender mentions he was a god and the galaxy/god says something like: