I might've enjoyed the second episode even more than the first. That could just be because all of the introductions were out of the way, the stakes were already high and I was into it from the start, though.
I find it a little amusing that the club names (the Blue Heron and the Iceberg Lounge) have what could be drug connotations. I guess that it doesn't matter if everyone knows what they're fronts for in a city as corrupt as Gotham.
Referring back to the last episode, I heard someone bring up that Jason Todd, one of the Robins in the comic book, was discovered by Batman while he was trying to steal tires from the Batmobile. How Oz met this kid is quite similar, so it seems like a deliberate nod by the writers and a suggestion that this kid is to Penguin as Robin is to Batman (if it wasn't obvious enough as is).