Hush, Once More With Feeling, The Body, Conversations with Dead People. In fact, I think she's in all of them. Yep, every single Buffy episode. Hope this helps.
All of them - I don't know of a single one she isn't in. The question is do you want dowdy, boring, geeky Willow or the beautiful, sexy, witchy Willow.
She was indeed not cast as the original Willow, the part was originally given to Riff Regan, and she starred in the unaired original pilot episode, but Joss Whedon instead opted for Alyson.
Alyson Hannigan and Sarah Michelle Gellar are the only two people to appear in every single episode of Buffy (with the exception of the unaired pilot as already mentioned) Nicholas Brendon (Xander) was in all but one, Conversations With Dead People.