1x03 Episode 3
Some fans of the books have criticised this series for not including enough science fiction elements. I can see their point. But despite that, it's still jolly good. More please.
Game of Thrones
1x04 Cripples, Bastards and Broken Things
1x05 The Wolf and the Lion
The first time I decide to watch a two back to back and they make an exceptionally good double bill, with plenty of plots and subplots continuing directly on at this point. Cripples... is still a lot of talking and exposition, but things really begin to heat up as the series reaches the halfway point in The Wolf and the Lion. It's really addictive now too -- I could well imagine watching most or all of it in a single sitting. But no, I shouldn't burn through it too fast -- there's not enough of it for that.
Just a Minute 
1x05 Episode 5
[Watch it (again) on iPlayer.]