The biggest plot element introduced in the second season are the Tok’ra (basically good Goa’uld). First mentioned in the 2nd episode of the season, they get more developed in a later two-parter (episode 11-12) and become one of the major allies of the humans during the entire series. We also see more of the Asgard, the second major ally beside the Tok’ra (not yet in this season, though) and with episode 14 (Touchstone) another long-standing enemy of the series gets introduced, a human-based conspiracy that surfaces from time to time throughout the whole series.
The rest were various continuity heavy episodes and stand-alone episodes, although some of those too shed light on the wider Stargate universe. Some good stand-alone episodes were Spirits (that one could have gone too far into the realm of a native American analogy, but managed to come around with a new spin on the posing-as-gods theme that lies at the core of the Stargate series), Message in a Bottle (I loved that one for the concept alone (I like non-humanoid aliens done well) and the optimistic ending despite the deep gap between us and the others), A Matter of Time (another well-done execution of a pretty hard SF concept for a TV-show (what happens when you’ll dial a gate to a world getting sucked into a black hole)) and One False Step (another good SF concept here).
Episode 6 (Thor’s Chariot) introduced a type of episode that became typical for the show as a whole, one that picked up the story from an earlier episode, though it wasn’t completely part of the bigger story-arc (in season 2 the conflict between SG1 and the Goa’uld Apophis). A sort of mini-arc that could stretch over many seasons and explored a specific culture, person or organization. As time went one and the whole series became more interconnected, all those mini-arcs merged back into the on-going meta-arc, but they were structural distinct enough to merit mentioning.
Inevitably, the final episode ended in a cliffhanger, which became par for the course for the entire show. While it drives me crazy in most TV series, as it leaves me with no resolution once the show is canceled midway, since Stargate got closure for both the Goa’uld and later the Ori meta-arc, I didn’t mind (I probably would have if I didn’t knew, though).