33. Amazon Women in the Mood
34. Parasites Lost
35. A Tale of Two Santas
36. Luck of the Fryrish
37. Birdbot of Ice-Catraz
38. Bendless Love
39. The Day the Earth Stood Stupid
40. That's Lobstertainment!
41. The Cyber House Rules
42. Where the Buggalo Roam
43. Insane in the Mainframe
44. The Route of All Evi
45. Bendin' in the Wind
46. Time Keeps on Slipping
47. I Dated a Robot
48. A Leela of Her Own
49. A Pharaoh to Remember
50. Anthology of Interest 2
51. Roswell That Ends Well
52. Godfellas
53. Futurestock
54. 30% Iron Chef

My Favorites are "Luck of the Fryrish", "Bendin' in the Wind" and "Roswell that Ends Well". I'd say that Volume 3 is my favorite.

"Anthology of Interest 2" for its hilarious segement "Raiders of the Lost Arcade" "Time Keeps On Slipping" is also a very excellent episode.