Guards Guards.
Simply because of that brilliant part where Vimes and The Patrician are in the cell. I thought the part about the cell door was excellent.
Plus, the clues that the coppers discovered were marverlous. I loved the part where Wonse asks 'did they all get out?'
The hooded guys were great too.

But I loved THUD! OMG I don't know which one to pick!