The Agents of SHIELD episode "T.A.H.I.T.I." is one that definitely improves on a second watching. Spoilers for the show's first season and Captain America: The Winter Soldier ahead.
This episode introduces SHIELD agent John Garrett. The first time around all we know is that he's an old acquaintance of Coulson's and was Ward's training officer. But some things make more sense when you know that Garrett is the Clairvoyant. Garret is channeling a bit of Keyser Söze and Chancellor Palpatine particularly when he's telling Ian Quinn the Clairvoyant set him up. And knowing Ward is also HYDRA adds to the mentor/protege vibe from my first viewing.
To be honest, the episode still has a lot of problems but as part of the larger arc it really benefits from a second viewing.