I just watched Apocalypse, Not. In this episode, a lot of interesting references are made to the hierarchy of evil. Leo mentioned that there are beings above demons that are powerful and impossible to defeat. The Horsemen were not demons, but something greater. I kinda think this was forgotten about in later seasons and all there was were demons.
The Source, aside from the essence, was treated like a demon later on, while this episode hinted he was something much more. The source was a lot more mysterious before his eventual reveal. I think this episode brought up a lot of interesting mythology which was sort-of forgotten later on.
It was kind-of the same thing with the Guardians of the Hollow, the angel and the devil. However, they made the devil seem like an average demon as well. I know Charmed didn't want to go into the whole religious thing, but it would have been really interesting to explore stuff like this a little more, instead of just bringing it up in one episode and forgetting it.