Ah! Like asking me to choose which one of my 156 kids is my favorite. Everyone loves "The Monsters are Due on Maple Street," "Time Enough at Last," "Nightmare at 20,000 Feet," the cornfield one with Billy Mumy, the nursing home one, etc., and and they're all great, but everyone mentions those. Let's go with...
Season 3, "Five Characters In Search of an Exit" - This might have been the first TZ episode that really made an imprint on me, watching reruns on WWOR-NY channel 9 as a kid in the '70s. A ballerina, an army guy, a clown, and they're all in a big... cylinder? And they can't get out for some reason, but also have no idea how they got in there. What in the hell is this, and what time is Woody Woodpecker on? But I stuck it through to the ending, which I probably would've seen coming as an adult, but wow. Blew my tiny mind and I've been a big fan ever since.
Season 3, "The Midnight Sun" - What a perfect episode. Earth is slowly burning up, but instead of presenting a global catastrophe, this is a thumbnail sketch of a few peoples' lives. Painting to take your mind off it, lemonade is like gold, the police recommend everyone should defend themselves, 110F inside with the A/C on, and then the current goes off, and there's someone at the door. No redemption, no satisfaction, just brutal. But also kind in a way.
Season 2, "The Nick of Time" - Maybe a middleweight episode, but I always found it quietly strange. Featuring a young Shatner and lots of cool old diner props, is that little novelty fortune teller at your booth just superstitious nonsense, or does it actually know something? I guess it's your choice.