My favorite episode is when Aang and everyone go through this desert to find some lost library under the sand. The Library is protected by that big owl. I remember Sokka going through the place trying to find the weakness for the Fire Nation.
I remember seeing commercials for it on TV because it was a special episode. I made sure I didn't have any homework that night or anything else to do to watch it.
Its also the episode when Appa gets kidnapped by those Sand People.
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The Storm Lots of character development and a fantastic plot.