Other moments we got to see the waiting room include the one directly following the Dr. Ruth episode, where Sam may or may not have leaped into a vampire. Still, pretty much all of these episodes were in the latter two seasons, when the more formulaic episodes started wearing thin.
In the first season there was a sort-of plotline involving an actual attempt or two to get Sam home via attempts from the Project or his own efforts; there was also a bit of worry that funding would get cancelled and he'd be effectively abandoned, again fixed through time travel shenanigans. That didn't survive much after the first season though and for whatever reason the US military continued to pay the bills.
Then there were the times Sam encountered apparent angels, devils, UFOs, and assorted monsters, in addition to any number of actual historical figures. All nice color for a very open sci-fi concept where time travel is the vehicle for the story and not a plot device. Very much like Doctor Who, really.
Mark