Most of the episodes are built around the concept of something awesome, and thus either character-shaping or plot-altering, happening toward the end. These aren't really Gurren-Lagann style crazy awesome, but tend to be somewhat more visually sedate moments that still make you pump your fist in the air.
Episode 2: We find out that Twenty's gang is using a four-story tall abandoned tank as their hideout. Rather than use it as a weapon, however, Twenty then uses it as a huge trap to cause a cave-in and throw the police off his scent, and destroying the superweapon in the process - a recurring theme for the show.
Episode 3: Twenty and crew charter a submarine to recover a nice stack of gold bars from a super-large plane and to blow up the plane so it can't be used as a weapon, natch. On seeing the booty, the sub captain decides to try and screw over Twenty and the gang, but Twenty then launches a huge, verbal Batman Gambit bluff stating that hidden among the rice balls Chiko was carrying were explosives which are now hidden throughout the ship. Chiko is briefly confused as this is not true at all, but in a bit of awesome animation and voice acting after Twenty asks her to confirm what he said, she goes from cute to sly and says with perfect sinisterness "You should have searched me more thoroughly", thus preying on the natural suspicion of the captain that "the girl" was probably brought along as an actual weapon when the entire thing is a bluff. Reverse psychology reversed about three times over, and it is magnificent.
Episode 4: Due to her small size and innocuousness, Chiko is sent on her first actual heist to intercept a stolen jewel being sold at a black market auction, with the gang being under commission to bring it back. Chiko swipes the gem but gets somewhat fouled up in the escape, and is about to be cornered. She wonders what Twenty would do, and then gets that sly look again... the Mooks catch up with her and she proceeds to bluff like crazy that she has already handed the gem off to some unseen third agent, when in fact the gem is in the chandelier directly above the head of the Mooks. One of the Mooks says he'll go ahead and off her and tells the rest of the Mooks to chase after the gem, which they do... and the remaining Mook is of course Twenty. The two then depart on the Cool Ship, their prize in hand.
Episode 7: After a fairly sedate episode and a Wham Episode that left Chiko in a Heroic B.S.O.D., she's approached by someone who's been watching the situation at her aunt's house for a little while now... and he introduces himself as "Akechi". E.G. Akechi Kogoro, the detective and main character from the novels that the manga and show are adapted from. He tells Chiko that he believes that Twenty-Faces isn't dead, and even somehow has the ruby that Twenty was keeping for her, fully snapping her out of her BSOD. This is rather like Sherlock Holmes telling the daughter of Moriarty that her father isn't dead, and a great moment for anyone familiar with the books.