The Pilot Episode (or Introduction) is crucial because it gets a lot of your cards on the table. Players get to "kick the tires" on their characters for a first time, and should get a chance to experience how the game is going to play. That means that they should both get a chance to try out any unique mechanics (system ones, or stuff that's unique to their characters). This teaches players what to expect in the game that follows.
On the GM side of the equation, you need to introduce most of your important NPCS and locations, and begin penciling in conflicts. Most importantly, you need to use the Pilot to establish the tone of the game, something that can't be underestimated. If you're going to be playing a game that expects a higher level of seriousness from the players, you need to get that happening right away.
The "body" of the campaign is the Core Episodes, each of which should focus on a different player character. This is that character's "spotlight" time, when we get to learn about who they are and what is important to them.
When it is a given player character's episode, you need to confront their conflict, making it the main focus of the action. This flies in the face of traditional roleplaying game logic, which tends to build up to conflict in a very long-arc way; you might imagine the traditional model as being closer to a novel (or series of novels), where characters advance by small increments toward a climax much further down the line. It can feel a little forced to push character conflicts right away, especially if a given character's Core Episode is the second episode in the game. But remember, the objective here is to jam as much awesome into the game as you can. You don't have time to play episodes where nothing happens. Hit the conflicts hard, and move on. If the conflicts are worthwhile, whatever decisions are made in the spotlight episode should provide interesting fallout for the rest of the series.
Other characters can and should participate in other characters' Core Episodes, but their conflicts should just be in the background -- a "B" story to give body to the main conflict you're exploring. This can actually be quite rewarding for players who aren't in the spotlight, as they get to set up stuff in their own story that will pay off later. Screen time is everything in this model, of course -- the character who's in the most scenes has the most space to develop.
In addition to whatever spotlight conflicts you're exploring, the next-to-last episode needs to set the stage for your season finale. You need to make sure that this is the moment that any "arc" storyline which is unfolding begins to come together. The conflicts in this episode may be external ones (story elements the PCs have to deal with) or they may be interpersonal ones within the "main cast" of characters. How do their personal drives play against each other? Who gets the resolution they want?
The stakes need to be as high as they can be, and the stakes must always be clear to the players. A choice is only interesting if the player is informed about the consequences.
It goes without saying that at the end of the season, you need to wrap up all of the story elements you've got in play in a satisfying way. Pay off any conflicts you've got on the table, and don't worry about breaking your toys -- your game is going to be more satisfying if everyone's going for broke, not worrying about a second season down the road.
To be continued...