It's weird I always thought Ozymandias was the penultimate because Granite State is such a quiet episode. I barely remember what happened in that episode.Ozymandias isnt the penultimate (what a stupid name) but its easily the best episode of TV i've seen in my life. Nothing has came close to it since
Are we talking the penultimate episode to the whole series, or the season?
Game of Thrones had several for their seasons, often the penultimate episode was the best one of their seasons (Baelor, Blackwater, The Red Wedding)
The Wire had great penultimate episodes, particularly in seasons 3 and 4.
The Sopranos and Breaking Bad had a number of really good ones. Long Term Ending was one of the greatest Sopranos episodes. Half Measures was a really good episode with a great ending.
Spartacus: The war of the dammed- The dead and the dying