Finally beating the crap out of Rajan with Murray, after the tiger ran from his ancestral palace and denied you the chance to best him there, is sweet.
Shortly after Neyla betrays Sly and Murray and they are jailed, Bentley travels to said establishment, breaks Sly out (by using a flying locomotive), eavesdrops on the Contessa, doodles on the level intro, and learns how to drive a stick shift all by himself! This nearly gives him qualities for his own portable game, and that's a great way to start off level 4.
The climax of the game, which has Sly taking up the gunner seat of a helicopter piloted by Carmelita to engage Clock-La in an aerial battle, hammering away at the menace with machinegun fire while shooting down missiles and electro-rings. And that's just phase ONE.
Phase TWO consists of Sly pursuing Clock-La through the wreckage of Arpeggio's airship as it comes apart in the skies above Paris. There's too much junk flying around for the helicopter to pursue, so what does Sly do? He jumps OUT of the helicopter and paraglides from one chunk of wreckage to the next, until he catches up with Clock-La and grabs hold, then proceeding to slam away with his cane until they go plunging to earth together. Sly's got some serious fuzzydice, all right...