Big fan here.
I really enjoy all of Louis' programmes, although they're often downright bizarre they're always fascinating. His ability to ask his subject extremely impertinent questions but still come across as likable and curious is his great strength. He's mastered that strange mix of the naive and the knowing.
Some of his best editions are:
Weird Weekends
Meeting The Hamiltons
Meeting Jimmy Saville
Louis And The Brothel
Louis And The Nazi's
Louis Under The Knife
And the one where he joins a wrestling group is absolutely hilarious.
By far the most controversial of all his programmes is The Most Hated Family In America where Louis spends some time with The Phelps Family, a very sinister religous cult. If you've not seen it, it's well worth chrecking out and provoked an incredible amount of discussion when it was broadcast in the UK. It's chilling stuff and even Louis seems unnerved but it's perhaps the most compelling episode of the entire series.