If we're talking about the 30s seasons, then let's see...
I kind of "rediscovered" SST so to speak around Season 32, so that season holds rather fond memories for me.
Season 33 was an adjustment, I don't really think of it as either a good season, nor a bad season... it just needed time to gel with the new format, which I think they improved on in the next season.
Seasons 34, 36, and 38 are among my favorites of the last decade, I think they had some really good stories those seasons, and each of those seasons seem to focus on two or three different characters, aside from just Elmo overkill (like Zoe, Baby Bear and Telly being the focus of Season 34 for example); and like Oscarfan said, Season 38 was a good sort experimental season, and it had a great mix of different kinds of inserts.
Seasons 35 and 37 I hate. Those were the two years that I dealt with two separate bouts of depression, so neither of those seasons hold any kind of pleasant memories for me... Season 37 was especially was a disappointing season with all the hype of Abby joining the ranks of the Muppets on the show, and then she only appeared in barely three out of twenty-six episodes.
Season 30 was interesting, as I recall.
I really don't have any memories of Season 31, and as for Season 39, I didn't get to see a whole lot of that season, but I didn't quite care for how SW had to go all "Ooh! Look at us! We cut off the top and bottom 25% of the picture so we can be 'HD'! Ooh! Ain't we cool!"