I'm not sure that I'm giving you a list that your looking for (and trying not to give any spoilers away in case you haven't seen the episode), but here goes:
1. Season 1 Episode 22 Fisher King (1)/ Season 2 Episode 1 Fisher King (2)
Don't remember in which part, but in one you learn about JJ and what she used to collect as a child.
2. Season 2 Episode 7 North Mammon
This one you learn more about JJ's past, and she is very connected to the victims in this case, and in fact convinced Hotch that this was a case that they needed to take.
3. Season 2 Episode 14 The Big Game/ Season 2 Episode 15
While these episodes Reid is one of the main characters, I think JJ is another one because she is facing the choices she and Reid made that led them to end up where they did.
4.Season 2 Episode 18 Jones
This is the episode where JJ meets her boyfriend (I don't think they ever got married) Will
5. Season 2 Episode 22 Legacy
This is an episode again where JJ finds something that makes her believe that the BAU should take the case and fights for it.
6.Season 3 Episode 1 Doubt
In this episode she is helping the team by talking with the college students.
7. Season 3 Episode 8 Lucky/ Season 3 Episode 9 Penelope
In these episodes JJ deals with someone she considers family being in danger
8. Season 3 Episode 17 In Heat
This is the episode where everyone finds out that JJ and Will are dating
9. Season 3 Episode 22 Lo-Fi
This episode you learn even more about JJ and Will as their secret comes out
10. Season 4 Episode 7 Memoriam
JJ has a baby
11. Season 4 Episode 11 Normal
JJ brings her baby to the BAU
12. Season 4 Episode 14 Cold Comfort
JJ allows being a mom to lead her down a possibly bad path
13. Season 5 Episode 1 Faceless, Nameless
JJ is in on the profiling because Hotch is MIA
14. Season 5 Episode 9 100/ Episode 10 Slave of Duty
JJ and Will appear in these moving episodes
15. Season 6 Episode 1 The Longest Night/ Season 6 Episode 2 JJ
These are the last two episodes where JJ is part of the team and so she plays a big role in them
16. Season 6 Episode 18 Lauren
The very last episode JJ will be seen in. She comes in to help the team find and save one of their own.
Hope this helps and is what you were looking for. Also there was an episode where JJ and Reid planed on going out on a date, but we never learn how the date went and nothing was ever said again about it or about them as a possible couple. ;) Finally I think I forgot to list the episode where you learn about her sister.