Can anyone list all/some of the episodes that have good lilly and scotty scenes... ?

There is a lot of episodes in which you can see them with a hint of romanticism:

In the second season, you have the argument between Lilly and Scotty about Christina when he calls her the "Icy queen" and The Woods when Lilly forgives Scotty to have dated her sister and the last scene with George when he threatens the serial killer to kill him if he touches Lilly.

In the third season, in Frank's best, you can see them joking at the beginning of the episode. In dog day afternnons, when Ray arrives, he keeps making fun of her and her former boyfriend. And in Joseph, he comes to see her at home after she "screwed up".

In the fourth season, Stalker is the most important episode for Lilly and Scotty.

It goes on Thrill kill when Lilly thanks Scotty "for what he did". In the road, there are also many great scenes.

Season 6 is less prolific in L/S scenes.

Some episodes with good Lilly/Scotty scenes are The Woods, Stalker, The Road and ones with an angst-y scenes between the two are Wishing and Joseph. There are more but I don't remember them all.