My list (most of which does agree with Dorian, but a couple of differences). There will be several episodes that do impact the mytharc, but either aren't good enough or the impact is minor that I don't list. Those with an (*) I barely recommend so you might want to skip.
Season 1:
The Pilot (starts the whole damn thing and certainly the opening and closing is tied very much to the Mytharc.
Home #9 We find out what secret Sam has been hiding, and Mary's Ghost appears.
Scarecrow#11 Mainly a great, great episode, but it does introduce a reoccuring character, Meg.
Faith#12: Have to disagree here with Dorian. This in my opinion is the best standalone episode of the first season (possible the best episode of the first season) and ties into the difference between Sam & Dean's belief systems.
Nightmare##14: First encounter with another "freak" like Sam, and the really hammers home how scared Sam and Dean are.
*Shadow#16: Meg Returns, John returns and frankly I would say skip it. But we learn Dean's real reasons for going to get Sam in the first episode, showcasing the state Dean has been in for a couple years so, it gets a recommended.
Episodes 20, 21, and 22: All tie nicely into the brothers story and the myth arc. Certainly the last two are not to be missed.
Season 2:
In My Time of Dying (the best episode of the 2nd season) and strong tie in to the myth arc.
Bloodlust (Because we see how messed up Dean is, and we are introduced to how awesome Gordon is. But no, at this time connection to the mytharc.
*Children Shouldn't Play With Dead Things (a lesson neither Sam or Dean learn). Dorian likes the main story more then I do. Jensen gets a killer scene at the end of this episode (I recommend on the strength of that scene). Jared who is the weaker actor (and even as he does improve dramatically over the seasons) is serious off in this episode (he is medicated for a reason I no longer remember, his broken wrist or dental work or something) and it hurts this episode.
*Simon Said (not the best episode, its not bad) but it does push the mytharc story. And show us what Sam and Dean are fearing.
*Crossroad Blues (A good episode, but not a stand out, but CR Demons play a big role, so you might want to watch.
*Croatoan An episode that continues laying down the demon arc. But it can be skipped.
Hunted, A really strong episode tying Gordon to the mytharc, showing how YED messes with his "kids", features a great opening, and has some strong sam & Dean moments.
Nightshifter A great standalone.
Born Under a Bad Sign The strongest performance by Jared for the year, Jensen isn't so bad either. Jo redeems her character. Meg's finest moment.
*Tall Tales, cute but only gets a barely recommends for the Trickster in his next appearance.
What is and What Should Never Be - A great character episode for Jensen, showcasing all he has lost in his life, an episode before he loses the most important thing in his life.
All Hell Breaks Loose I & II, some good points, but the first part isn't that strong, but it ties heavily into the mytharc.
Season 3
The Kid's are alright - While Ruby was introduced in the previous episode (with almost no dialogue), this episode is really her introduction. And its a much better episode then Magnificent Seven (the worst opener the show has done).
Bad Day at Black Rock - Introduction of Bela (and handles her fairly well here), It's a cute, but not laugh out loud episode, plus Sam loses his shoe.
Some notes: Almost every episode in the third season has some elements that tie heavily to the mytharc (something that season 1 and 2 didn't do). Things like Sam confronting the CrossRoad Demons, the first mention of Lucifer, that humans sent to hell turn into demons, that witches get their abilities from Demonic worship, that a big demon was released from the hell gate and that there are demons who want to follow Sam and those that really want him dead. But the episodes are so average or just fair that they don't get recommends. Season three started off fairly rocky before hitting it out of the park with:
Fresh Blood - Minus a weak opening, this episode rocks - As Gordon comes full circle.
Mystery Spot - A really good episode (though one that went to camera's without a full pass by the writers due to the strike shutting them out) both in humor and showcasing Sam.
Jus in Bello - Probably my favorite of the season. Great use of the mytharc.
Time is on My Side - The end of Bela and the parallels with Dean. Showcasing how far Sam was willing to go to save Dean. In my opinion better then the next episode.
No Rest for the Wicked_ Dean goes to hell. Dean and Sam's story is very strong, cutting back and fourth to Lilith not so much (Didn't care).
Season 4 (again like season three almost every episode is connected so many small things will get missed).
Lazarus Rising (Great episode almost as good as In MY Time of Dying).
In The Beginning - Ties together the first two years of the mytharc into a nice neat bow. Very well done.
Monster Movie - A nice homage to classic horror (slightly out of place in where it airs, but so what its awesome.
It's the great Pumpkin Sam Winchester - Introduces us to Uriel (the first real dick angel), and shows us how powerful Sam is getting and really plays into how much good he is actually doing.
*I Know what you did last summer and the awful Heaven & Hell. 2
parter showing us what happened to Sam after Dean died (and that is important), intros Alastair and Anna (Yawn), and but the plot, oh god the plot is awful. Heaven and Hell is in my opinion the worst large mytharc episode the show has ever done. I would read a synopsis. Really, I would.
*Criss Angel is a Douchebag - A very good episode that through metaphor shows us why Sam finally goes and starts up with Ruby again. The connection to the mytharc is subtile. But its a very good episode.
*Sex & Violence -Another episode that isn't directly tied to the mytharc. But it does play directly into the characters showing them what both characters what more then anything from their partners. Also showcasing that (their relationship to each other is their most treasured one, not Dean to John, or Sam to Jessica).
*Death Takes a Holiday, just a solid episode, but it does feature the mytharc, and leads very closely into the next episode.
On the Head of a Pin - God this is a great episode. Between this, In the Beginning, and The monster at the End of the book I have a hard time picking the best episode. This episode features a strong look at Dean, but in reality the story is Castiel and how his experiences with Anna, Uriel and Dean are changing him.
The Monster at the end of the book - Awesome, funny and terrible all at the same time.
When the Levee Breaks and Lucifer Rising. Neither are great episodes, but both can't be missed as we see how both (especially Sam) have been mislead throughout this full year. Sam goes to the darkest place he has been in action and mind (to equal Dean's in On the Head of a Pin, and interesting enough both mislead into doing it). And a great, great confrontation between each of them.
