This isn't a comprehensive list since I'm bound to have forgotten some:
In the first season, aside from a brief sequence in 'Chrysalis', the only battles of any scale are in 'And the Sky Full of Stars' and 'Signs and Portents' (although they pale in comparison to the later stuff), a mini-engagement in 'Midnight on the Firing Line', and some action in 'A Voice in the Wilderness Part 2'.
In Season 2, there are brief Narn-Centauri battles in 'And Now for A Word' and at the start of 'Acts of Sacrifice', and a fairly long Narn-Shadow engagement in 'The Long Twilight Struggle'. Then there's a brief engagement between B5 and a Centauri cruiser in 'The Fall of Night'. But I wouldn't describe any of these as large scale battles.
The first really big Engagements come in Season 3. There's a White-Star vs Shadow Vessel dogfight in 'Messages from Earth' and then a serious, full on, epic battle in 'Severed Dreams' (this is probably the place to start). One of the most stunning battles of the whole series comes in Shadow Dancing, although it's choppily edited (that's what fast-forward is for).
In Season 4, it's space battles pretty much all the way, intercut through many episodes, especially towards the end. The biggest are in 'Into the Fire', 'Lines of Communication', 'No Surrender, No Retreat',and 'Endgame'.
Season 5 was disappointing - it has only one battle, in 'A View From the Gallery', and a few limited engagements in other episodes, though 'the Ragged Edge' is a CGI-fest of a different kind.
Then Crusade has a few - the ones I remember are in 'Racing the Night' (probably the most CG heavy episode of either series), 'War Zone', and 'Each Night I Dream of Home'.
I believe 'Legend of the Rangers' had a battle of some kind, but I've never seen it.