Fielding, this has always been one of my favorite "new" Columbo episodes. The music is fantastic, especially the saxophone that plays during Allenby's scenes. I think it was a neat twist to have Allenby be just as insecure as some of the people she tries to help.
I'm not a huge fan of the way "Columbo" refused to make most of its female killers as despicable as its male killers, but I think the sympathy for Allenby is well-founded. I really like Columbo's "I've enjoyed our talks very much." This was the first Columbo I ever saw as a kid, and it's definitely a sentimental favorite.