The one I remember is the season finale of the first season. Michael and Walt and company are on the raft and the boat comes up to them. You think they finally found someone to help and it turns out it is a creepy bearded man who wants "the boy." OMG I about shat myself, it was horrifying! It also helped seal the deal, I knew this show was
I also loved the reveal that some of what we were seeing was IN THE FUTURE. Holy brain feck, batman!