I always knew that Adrienne Palicki, Scott Grimes and Penny Johnson-Jerald were good actors, but I'm really impressed by Seth McFarlane. Particularly in season 2, I've found myself really believing in his character.
I particularly like the episodes Identity parts 1 and 2. They turned Isaac, a character who has always seemed to be there to provide something for the other characters to take the mickey out of, into a serious threat.
The next part of this involves discussion of the plot, hence spoiler tags.
Spoiler:
I like the way that episode 1 appears to be a throwaway episode for a little light relief, then, at the end, the Kalon are revealed as cold-blooded killers who killed every biological being on their planet, and are looking to do the same to other planets, and I like the way the episode flips from being a light, fluffy episode into something very serious. I also like the way that the 2nd part doesn't go too far down the big reset route (which Doctor Who has tended to do, with the universe being put into danger and the Doctor doing one thing that saves it). The Orville does, to some extent, but even once the crew is saved, they still have to defeat the Kalons