An interesting second episode which, after we started with lonely Rick introducing the Apokalypse (which is clever - too many characters AND worldbuilding in one episode could easily be to much - do one after the other nicely paced), we are now introduced to the characters. And from the get go conflict is very clearly set up between Shane and Rick. On the one hand via Lori's relationship with Shane (we don't know yet she is Rick's wife, but who didn't suspect?), on the other hand their characters are defined more clearly now but coherently with the first episode. Rick goes instinctivly into "officer friendly" mode, helping the ones who helped him and trying to get some level headed and rational organisation into the group stuck in Atlanta. Shane and Lori on the other hand are out for themselves only. No risks will be taken for others, even if they belong to their own little community. Also it becomes clear that Shane is leading the group through shouting and showing dominance, not, like Rick, thrue actually thinking for and of the group as a whole.

add:

I also like Glenn from the start. He and Rick click immediatly into a team. If I didn't already know, I would want him to be one of the people staying around for longer.

nitpicks:
Why did the Walker smell wash off so quickly? I mean, they still had guts and extremeties hanging on them.
Where did that screwdriver suddenly come from?
Why didn't they keep the protective gear they had when Rick and Glenn come back from the alley?
Already don't like Andrea. I think it is the actress. Didn't like her in the X-Files either.