There were a lot of stinkers, but I have fond, vivid memories of quite a few segments, including:
"Paladin Of The Lost Hour"
"Gramma"
"Wordplay"
"Her Pilgrim Soul"
"Shatterday"
"One Life Furnished In Early Poverty"
"To See The Invisible Man"
"A Saucer Of Loneliness"
"The Shadow Man"
"Nightcrawlers"
"The Star" (I'd never read the Arthur C. Clarke story; the ending of this floored me.)

Setting aside the directing talent in the few episodes I've listed above (all right, I can't totally set 'em aside: Friedkin! Gerd Oswald! Joe Dante! Wes Craven!) just marvel at the writers utilized: In addition to Clarke, you had Harlan Ellison, Theodore Sturgeon, Robert Silverberg, Robert R. McCammon and Stephen King; other writers untilized on the show included Ray Bradbury, Greg Bear, Roger Zelazny, Richard Matheson. Talented directors AND talented writers, and caring producers who knew how to bring them together.

When you think about how disappointing Showtime's MASTERS OF HORROR series has been, your heart has to bleed when you realize the last good anthology series on U.S. TV was (whoa!) over twenty years ago.