I agree that Lie to Me is one of the most underrated episodes. Another one is Dead Man's Party. It was another very emotionally draining episode, as well as its funny parts:
Buffy: I'd like to find Willow and Xander.
Joyce: Will you be slaying?
Buffy: Only if they give me lip.
Xander: Check it out. The Watcher is back on the clock. And just when you were thinking career change, maybe becoming a... a looker or a... a seer.
Oz: Hey, so you're not wanted for murder anymore.
Buffy: Good. That was such a drag.
Xander: So where were you? Did you go to Belgium?
Buffy: Why would I go to Belgium?
Xander: I think the relevant question is why wouldn't you? Bel-gium!
Xander: Whatever, we were kicking a little undead booty.
Buffy: What about home schooling? You know, it's not just for scary religious people anymore.
Oz: Well, I like it. I think you should call it Patches.
Oz: We should figure out what kinda deal this is. I mean, is it a-a gathering, a shindig or a hootenanny?
Cordelia: What's the difference?
Oz: Well, a gathering is brie, mellow song stylings; shindig, dip, less mellow song stylings, perhaps a large amount of malt beverage; and hootenanny, well, it's chock full of hoot, just a little bit of nanny.
Xander: Well, I hate brie.
Cordelia: I know. It smells like Giles' cat.
Giles: It's not my...
Xander: Okay, so one vote from the Old Guy for a Smelly Cheese Night, and how many votes for actual fun, huh?
Giles: Unbelievable. 'Do you like my mask? Isn't it pretty? It raises the dead!' Americans.
Xander: Look. I'm sorry that your honey was a demon, but most girls don't hop a Greyhound over boy troubles.
Giles: Cordelia, it's me! It's me!
Cordelia: How do we know it's really you and not zombie Giles?
Giles: Cordelia, do stop being tiresome.
Cordelia: It's him.
Xander: Generally speaking, when scary things get scared: not good.