Through multiple watches, I've come to really like Bender's Big Score and The Beast with a Billion Backs. They are very different than the normal 22 minute episodes, but they have a lot of depth that you don't normally get in regular episodes.

The later seasons have few worthwhile episodes, notably:

* S6 - EP7 - The Late Philip J. Fry * S7 - EP26 - Meanwhile (Series Finale)

That said, I agree with you, most of my favorite episodes are from the first four seasons.