There's some good advice here which I will be using, but I'm not sure it's answering what I was originally thinking about.
I want to have a pre-episode cut scene where it looks like she's ambushing a person (one who looks like a Watcher, preferably), but in truth, it's a demon disguised as a person. I'm thinking Slitheen-style. I want this demon to be the enemy of the episode, or closely related to it, but to make it look like she's the demon, impersonating this other person (the skin thing wouldn't be obvious), as the demon, somehow escaped, pursues its sinister agenda.
Now, I'm thinking the demon is part of some demon group or hive mind or something. NPC kills it for real and takes something from it, something vitally important to the group's plans, perhaps. Now the demons can stalk her to try to recover it. Or maybe she gives it to the Slayer or something, and is being stalked to figure out where it went. Or similar. They can make vague references when caught to some sort of queen, which should go a long ways towards implicating our NPC. Maybe the queen kills people, then births demons into their skins.
Meanwhile, she can be hiding something else, and sort of accidentally irritating the PCs (she's so pretty that the Slayer's boyfriend is interested, she doesn't think much of their exploits thus far, whatever). This should all manage to add up wrong.
The weak point in this idea is, why doesn't she tell people about the thing she found? The obvious reason is that she wants to figure it out herself to "prove herself" or something, but my problem with this is that, in Buffy, where a demon gang could be plotting to end the world, that seems pretty irresponsible. And I'd like to avoid making her look like that (inexperienced would be fine).
So maybe it should be something very innocuous in appearance? Or perhaps she's unknowingly splashed with magic blood or hears some magic words or something?