I recently watched the pilot episodes for I Love Lucy, the Vicar of Dibley, Hogan's Heroes, Roseanne, and Mary Tyler Moore. One thing that struck me is that for I Love Lucy and Vicar of Dibley, the characters in the pilot were multi-dimensional and so well developed that the pilot could be placed anywhere within the series and except for content (not character development) it would not be out of place. But for the others, the characters seemed flat, unsure of themselves, and very different from what the character would eventually be. In fact, the pilot was not very good and a poor representation of the series. I remember thinking the same for Alice.

Are there other sitcoms in which the characters in the pilot or first episode were so well developed or so comfortable with each other that the episode would not be out of place anywhere in the series?

How about Laverne And Shirley

I think Murphy Brown and Mad About You had great pilots. They introduced the character great, and you could right away connect with every character. I also thought The Wonder Years was good at connecting to the audience in it's first couple episodes. TWY, on the other hand, you could tell was a pilot episode, where as Murphy Brown and Mad About You had pilot episodes that seemed like they fit in with any other ordinary episode.

I don't think Hogan was any different from the pilot than he was all through season 6.

I thought they did an excellent job of giving the characters dimension and a past with one another in SportsNight's pilot. There was some exposition as to Casey & Dana's past together, and Casey & Dan's, but it didn't seem forced, and more was revealed over the course of the series. I thought the pilot especially gave Casey a dimension beyond 'sportscaster', with the scenes about his ex-wife and son.

Three's Company, the Ropers stood out.

I don't think Hogan was any different from the pilot than he was all through season 6.

Maybe. To me the character that was true-to-form in the pilot of HH was Schultz. Hogan seemed a bit flat to me, but it only my opinion.