How can one choose? There are too many great episodes. How about these (in no particular order):
Two Bad Neighbors (George Bush moves in across the street)
Weekend at Burnsie's (Homer takes medical marijuana, with Phish)
You Only Move Twice (Homer moves to the Pacific Northwest to work for evil super-villian Hank Scorpio of Globex Corporation)
Homer vs. the Eighteenth Amendment (Homer becomes a bootlegger)
Bart After Dark (Bart works off a debt at a burlesque house)
Bart the Murderer (Bart works for Fat Tony's gang)
Here are a couple of site guides:
http://www.snpp.com/
http://bit.sit.ac.nz/olsen/kenny/Episodes.html
cfitz