The pilot episode is the defining point of The Shield, it's the bang on which the entire series is formed, and while it is one of the most important episodes in the show it's not a great character piece. As I mentioned previously it's a piece that's crammed full of characters and has to rush along at a breakneck pace towards an almost inevitable conclusion. As such it falls into the hands of the following two episodes to give us some extra character depth and development in order to allow us, the viewer, to connect with these characters on a deeper level.
"Our Gang" follows on from the events of the pilot episode with the barest of moments elapsed. Most of the Farmington District Police Force is outside the hospital where Terry Crowley was taken. That's the first real mule kick from this series, Vic's bullet wasn't even a clean kill - Terry dies in hospital in the following episode. Despite shooting for the head Vic couldn't even manage to be certain his problem was dealt with cleanly, Terry does die without waking up and being able to tell people what happened, but the entire situation is a great example of how messy things could have been (and will be).
The reactions outside the hospital during the cold opening are also great; Vic manages to look cold and almost like he is in shock, unable to grasp what's happened - but he's always in complete control of his actions, especially his closing comment "I'm responsible." A comment that serves two purposes, first of all it creates a "Did he just confess?" moment for the viewers (a moment that is extended a little by the opening credits) and secondly in the context of the situation it actually serves as a calculated move. By admitting a form of guilt he's able to make whatever signs of guilt he and Shane might have look natural and also by starting with such a bombshell he's heading off any accusations that might suggest he's responsible for Terry's murder. Even in a situation like this Vic is looking for the higher ground to take the advantage. He's that sociopathic.
Shane on the other hand is obviously afraid of being caught, he looks sick and close to breaking throughout the scene. He's fortunate that he's not questioned at this point in the episode because he would probably have broken (later on, when he's had time to compose himself and fabricate a story with Vic he does manage to keep it together, just). Lem and Ronnie on the other hand wear their innocence on their sleeve, especially Lem who takes the whole incident personally, for Lem the Strike Team will always be his family and the loss of their newest member is like losing a young brother. He lashes out in the only way he can, breaking a van window and cutting his hand up. You notice here that the innocent member of the Strike Team lashes out in anger, whereas his two guilty team mates remain relatively calm and collected. Ronnie on the other hand - the reasons behind the way he reacts become clearer once you've seen the seventh season.
A huge section of the rest of "Our Gang" deals with the mental landscape of Vic Mackey, through a series of flashbacks we're shown Vic's mental process in an abstract manner. Gradually we see him reconcile his dissonance over the act, almost breaking during the weightlifting scene but finally coming back out of it as collected as he's ever been. It's almost an act of birth (or rebirth) for him, (there's certainly a lot of pushing involved in the sequence, that's for sure.)
"Our Gang" also confirms one of the major antagonistic relationships of the show, the one between David Acevada and Vic Mackey. David's pursuit of Vic, which is somewhat hollow and unconvincing in the pilot episode "I just want to get a dirty cop off the street" reaches a new level of purpose. He's convinced that Vic is behind Terry's death and while he cannot even come close to comprehending the truth and instead suggests that Vic set Terry up and sent him into a death trap (which is why he doesn't manage to break Shane - he's just far enough away from the truth that Shane can deny with certainty). It also brings Gilroy fully into the equation, a man who currently has Vic's back but will eventually become the piece that (temporarily) unites Vic and Acevada against him.
While "Our Gang" represents a transition past the abnormal events of the pilot episode, "The Spread" represents business as usual. It's the first real insight into the capering shenanigans of the Strike Team and lets you experience what things must have been like before the show started. It's a lighthearted episode that could almost make you forget what transpired in the two episodes previously, it's certainly at odds with them.
The Strike Team perform a little light corruption by detaining a star basketball player and thus determining the outcome of a match before it happens. It's betting time. This storyline gives the guys a chance to spread their characters, showing Lem to be quite an amiable fellow, and revealing Shanes racist attitudes in a well acted manner. Walton Goggins manages to look very uncomfortable at appropriate moments, showing some deep seated racist attitudes buried inside Shane's persona - something that will pay off in a later season (in one of the moments I kind of wish never happened). Ronnie still remains something of a background extra at this point.
Throughout the first few episodes it's the Dutch/Claudette stories that can provide the tension and the laughs when things look bleakest. "The Spread" is no exception, the main thrust of the story is pretty grim, there's a serial killer/rapist on the loose. But the discovery of a naked man, and the fact that he keeps jars in his fridge full of *Dutch sniffs them* "That's not mayonnaise"... wait for it. Semen. Is a classic moment of black humor, Dutch's reaction is just hilarious as he tries to leap away from the jar, dropping it and getting the man juice on his shoes.
In fact pretty much the whole of "The Spread" is a relatively lighthearted affair, but it remains important because it does set up the start of the serial killer storyline for Dutch and Claudette. A storyline that contains one of the more brilliant moments of the season, the one where I took my opinion of Dutch and turned it 180 (it's in the episode "Dragonchasers" which I consider to be the second huge moment of The Shield). It's also the first episode to really play up Julien's struggle with his homosexuality, the point where Julien begins to become more than just 'the rookie cop who makes mistakes'.
"The Spread" is also a great example of what the show could have been like if they'd run a season prior to Terry Crowley's murder. The hi-jinks of The Strike Team are exactly the kind of thing he could have been involved in, something a little underhanded and dirty but not overtly criminal. It's another one of those episodes that makes me wish there had been a prequel season (so to speak), but it's not worth dwelling on again this season as the rest of the episodes coming up pick up the pace and move forward.
With the completion of "Our Gang" and "The Spread" The Shield has mostly got past its initial crunch point and is looking to move forward with an eye towards developing a long term story line. The show would never manage to escape Terry's shadow, but at this point it had at least performed a cathartic ritual and bought some breathing space so it can expand beyond the 'original sin'.