Incredible show, incredible DVD set.
My favorite episode is probably "Out of Gas": I'm a sucker for nonsequential storytelling, and this one was done very well. The horizontal flaming cyclone in it is a work of beauty, too. "War Stories," "Objects in Space," "Our Mrs. Reynolds," and "Ariel" are my next favorites. But really they're almost all great.
And the commentaries are really worth listening to as well, especially "Serenity" and my favorite, "Objects in Space." The latter commentary adds an element to the episode that I hadn't caught at all on the first viewing, and is very intense. Too many show/movie commentaries are just actors giggling and saying, "Ooh, remember that day when Frank couldn't remember his line? hee hee!" which doesn't interest me.
The best of these commentaries tend to be, "This shot here, you'll notice, starts with X character, draws back to reveal two more characters, and over the course of a 45-second unbroken shot shows the entire cast, acting as a coda for the episode in which the cast are broken apart." That sort of insightful stuff.
God, I hope they make the movie.
Daniel