I have so many favourites. I like:

-Worst X-Mas Ever
-Bestest Friends
-A Room With a Moose
-Rise of the Zitboy (Pastoliooooooo~)
-Mysterious Mysteries
-Lice
-Dib's Wonderful Life of Doom
-Parent Teacher Night

One thing that's great about Invader Zim is that the characters are so good that they can do stories not just focusing on Zim or Gir, and they still rock.