1) Walkabout- Season 1
This was the very first episode of Lost I ever saw and it hooked me. In this first Locke-centric episode we discover that the knife wielding hunter was actually in a wheelchair upon his arrival to the island. Especially touching is the scene when the losties burn the fuselage and Locke watches his old wheelchair burn while he flashbacks to when he is denied his chance to go on the walkabout in Australia.
2) The Brig- Season 3
While many people would agree that season 3 was not the best season, there were still moments that stood out. I particularly liked this episode for the encounter between Sawyer and Locke's father which was very intense.
3)The Constant- Season 4
Probably my favorite story-line in the show is the one surrounding Desmond and his one true love Penny. When Desmond talks to Penny on the phone in this episode, it is actually more emotional than when he actually finds her at the end of the season.
4) There's No Place Like Home Part 1 &2- Season 4
As far as season finales go, this one has it all: several plot lines intertwining and merging together, romance, insane amounts of action, a dramatic and emotional rescue, explosions, death of major characters, moving islands, and not a slow moment within the two hours. If the writers of this show know anything, it is how to make a dramatic and pleasing season finale.
5) The Pilot- Season 1
I have known so many people who have gotten hopelessly addicted to this show, and all it took was the very first episode. The start, the beginning seems more like a Hollywood movie rather than a T.V. show. Mystery is introduced immediately with the appearance of the monster. If you are not even a little curious and slightly hooked after watching this then you may have something wrong with you.