One particular episode I like is Season 2 Episode 2 'Alex' (in case you aren't aware, all episodes are named after the name of the accused). This happens to also be the most controversial episode of the series, and I won't go into the details because then it would be spoilers.
The episode begins with a 6-minute long monologue by Alex (played by Kit Harington) that is very masterfully scripted and played. But as the episode drags on, I thought it was decent, average, until the last 7 minutes. The highlight of this episode is actually at the ending - the 7 minutes of extremely emotionally authentic and powerful speech delivered by Alex.
If you haven't watched this show, I highly recommend it. It's really, really good.