A scene that I think is positively genius is when Audrey spies on Jenny and Battis. What makes it brilliant is that the director allows her to smoke in the scene -from her hiding place. I read one criticism once that called out that scene specifically because it was unrealistic, and all I could think was, "why do you watch this show?!"
That touch of her smoking was so perfect. It was saying Audrey is smarter than those two and is invincable. They could have put her lying across the desk and not get caught and I would have bought it. It made the set-up of her getting in over her head all the better. She's always able to get away with things like this up until she meets Blackie and Renault.
I also love the quick look of satisfaction she gives after she tells the stockboy, "There's a real bad accident out front -it sounded like a bus or something."
And the milisecond pause Fenn gives to Donna in the bathroom after Donna replies, "Isn't that that Western with Marlon Brando?" In a flash, she conveys boredom and lack of imagination with the Donna character before she proceeds, "it's a place up North."