It was nice to see that Janette can turn down Davis cold and without a moment's hesitation when she's not in the mood (which looks like being most of the time, really). Clearly neither of them consider themselves to be boyfriend/girlfriend, so it's an interesting little dynamic going on between those two characters. At the moment Davis's interactions with Creighton are the episode highlights for me. We've obviously skipped a few piano lessons ahead since last episode: their interaction seemed to have evolved somewhat, and I think Creighton is starting to recognise that whatever his faults, Davis is at least somebody who's as one-eyed and passionate about New Orleans as he is.
I don't know about Delmond's storyline at the moment. I guess his function in the show is to represent the New Orleans diaspora, but if I understand correctly he left before Katrina, and he doesn't see himself as part of the city's musical heritage, and every time we go to see what he's up to we get yanked out of New Orleans. I thought his scenes were some of the best in episode 4 and I really enjoyed them, but I don't know if they belonged in the same show as everything else.
With each episode Sonny's chip gets explained (if not excused) a bit more: I think the show's hinting strongly that while he might be a decent enough musician, he's just not good enough to cut it in a town like New Orleans; Annie is clearly more talented and is getting offered gigs left right and centre; Sonny meanwhile is left to trek out to Texas with his fairly loserish mates to play one song before he gets turfed from the stage for a better, more recognised pianist. I think he moved to New Orleans thinking that just doing that would be enough, somehow - but it's not. On the other hand, he didn't seem angry at Annie for taking a gig with another pianist, as we supposed he might based on what he said to her: he was surprised, certainly, and I think he was making a little power-play by making sure that she knew he knew, but at the same I think that the way he sat in the bar listening to her play, and kind of smiled to himself, suggested that his request that she not play with another pianist was only half-serious at most.
I really liked the interaction between Antoine and his ex-wife's new husband (Leonard?). It was really refreshing to see a show that honestly depicts how most peope, I think, try to make a go of that kind of situation and try to get on with each other, rather than the usual boring "old husband hates the new husband" thing that we've seen a thousand times before.