It's difficult to pick just one, but I think my favourite SATC episode of all time has to be from Season 3 when the girls go to LA and Carrie hooks up with Vince Vaugn's character. Not only does it feature Mr Sunshine but also a cameo from the incomparable Carrie Fisher. And it makes an interesting statement about the consumer culture of the late 1990s, in particular the status accessory, which in this instance is a faux Fendi bag.
