They were in "Blink", which was possibly their best appearance. The two-parter "Time of the Angels/Flesh and Stone" was pretty good, but an army of Angels is less spectacular than one silent, super-killer. Their last appearance was in "The Angels Take Manhattan" which while a good episode, lacked that creepy, heart-pounding style as the first ones, even had the Statue of Liberty turn out to be an Angel.
Had to look him up, actually. When I did I said "ohhh yea I've seen that weird shit before." He's been around even longer than Slenderman hasn't he? My god, people find the weirdest shit to be sexy, and I thought I had some weird turn-ons.