Well, "The Witch" is still one of my favorite episodes of the series with its great statements on peer pressure, parental obsession, and twilight zone ending. And "The puppet Show" is still, IMHO, the most brilliantly twisted take on a horror genre trope evah. Even relatively bad eps like "The Pack" and "Teacher's Pet" each had something to enjoy somewhere in there.
Actually, you're right. Many season one episodes have that kind of Rod Serling flavour. The show evolved into a different animal altogether in later seasons, but season one has that kind of 'Twilight Zone meets the X Files' sort of vibe.