I found The Train Job to be a very fun and entertaining episode upon repeated viewing (once I understood the whole Firefly concept and universe). I liked Niska as a villain and was glad to see that he returns again. The killing of Krull (I think it was) with the engine intake was unexpected and still cracks me up. And, with the simple scene of the 2 by 2, hands of blue agents, the overall arc is pushed forward.
A great episode especially in light of it being put together literally over a weekend.
Yes it crams a lot in! But they all do, not really any filler eps because the characters and bigger picture is always being steadily advanced even if that's not the main story for an episode.
I'm very much enjoying my rewatch, the visuals and sets are so rich that I notice new things every time.