Even when I wrote my first reply I had trouble to pick one episode, it still is and I can't figure out many better choices. Mainly because of how few episodes really make any sense without having seen previous ones.
Literally, the show has 156 episodes and a lot are eaten up by multi-parters, Look:
- Shredder Strikes, 2 parts
- Notes from the Underground, 3 parts
- The Shredder Strikes Back, 2 parts
- Return to New York, 3 parts
- The Search for Splinter, 2 parts
- Turtles in Space, 5 parts
- Secret Origins, 3 parts
- City at War, 3 parts
- Rogue in the House, 2 parts
- The Big Brawl, 4 parts
- Space Invaders, 3 parts
- Worlds Collide, 3 parts
- The Real World, 2 parts
- Exodus, 2 parts
- Return of Savanti, 2 parts
- Good Genes, 2 parts
- New World Order, 2 parts
- Enter the Dragons, 2 parts
44 episodes, a little less than a third of the series and those are just the official multi-parters, I didn't even bring up how, for example, Ultimate Ninja is set-up for the Big Brawl, the two episodes about Augie's artifact or how season 5 is basically one long arc.