As I said in a previous post, I keep wanting to write about "Mad Men" but seem always to want to say more than time and energy permit. Fortunately, my friend Alan Sepinwall covers most of the ground I would have in this piece.
I do want to add a few more thoughts as follows: Don and Megan in HoJo felt so much like a reprise of Don and Betty in Europe. In Europe, Don's lack of sophistication was made clear. And the HoJo scene was another reminder; he clearly LOVES HoJo, and Megan sees it as both bad taste and (with the sherbet) bad-tasting.
That's also a moment that reminds us how much Don wants to change: He's opening up, sharing an enthusiasm with Megan. And, of course, punished for it.
The Don/Roger relationship issues make a great fit with the episode a week ago, with Pete's unhappiness; all of these men aren't made for their times, but are stuck in their vision of life in the '50s.
Finally, Don's terror over Megan's absence was even more marked by the previous allusions to Richard Speck and Charles Whitman, since this is a time of random violence becoming more public and possible.