First the explicit, textual examples:

Not only The Blue Spirit and The Painted Lady teaming up in Ba Sing Se, but Zuko using the blue spirit alias to help people in the first place.

Katara's curiosity about different ways to heal (with the venom), foreshadowing maybe using bloodbending for medicinal purposes.

Katara sneaking out of their BSS villa every night and being found out by Toph since she senses her leaving.

Zuko knowing that Katara is TPL and continuing to help her + a scene where he protects her from the Dai Li.

The big reveal happening in the catacombs.

Katara's political savviness being brought to the forefront multiple times.

Slightly more subtextual examples:

Katara and Zuko paralleling Oma & Shu and The Cave of Two Lovers. This one's less explicit, but they do make certain choices to emphasise this, for example changing the look of the prison to resemble tCoTL. We've also got the Dai Li agent yelling "separate them" as they're running toward eachother. Note how the writers decided to isolate them for this moment, rather than making it that Katara, Aang, Sokka & Sai are one side, and Zuko and Iroh on the other. Nope, just them.

Them being implied to have worked together consistently over the months in BSS (He's her "sidekick").

Katara having feelings for the blue spirit before she knows he's Zuko. I said in another post but she's smiling slightly and looking at him so softly before he turns around and then she repeats "You!" disgustedly, and tells him that she "trusted" him. Obviously this might be a stretch but even if they weren't consistent fighting partners, she definitely felt warmly toward him.