I largely agree with Nerd Bastards' list, especially Dark Willow and The Gentlemen. When Willow's lover Tara was murdered and Willow let the dark magic consume her so that she could wreak vengeance, she turned deliciously wicked.
And the episode "Hush" featuring The Gentlemen -- graceful, polite and completely silent demons was amazing. I suspect that the actors were professional dancers, given the way that they moved. No episode of the series was as frightening as this one.