OK - this may be a big spoiler:
The reason RJ did not kill Lisbon at the end of ep1 was because he came to an agreement with PJ. They will work together to flush out Tiger, Tiger and then RJ will reveal himself to PJ. A few supporting facts:
1) This explains the smiley with the vertical eyes which (according to ep5), indicates rebirth. RJ spared Lisbon's life, gave her a new life, whatever. RJ did this, most likely, in return for a future favor from PJ.
2) According to Heller, there is an important clue in ep1. This is it.
3) In the recent TV Guide interview, PJ states that RJ reveals himself to him because he wants to have a relationship/friendship. Again, this is in line with the secret agreement between the two.
4) PJ did not want to take Lisbon with him because of this. No need to endanger her life again, but more importantly, being unaware of the agreement, she may have acted unexpectedly and ruined the plan.
5) Due to the vertical eyes, whose meaning was disclosed in ep5, RJ is within the Visualize group. However, he may or may not be either of the two usual suspects on the list.
6) Nothing noteworthy happens in ep6 except the fact that Kirkland's being shot is now known. The superficial investigation by Rigsby is just a clue for the audience to know that RJ also knows it.
7) RJ is, or is a close friend of, Kirkland's brother. Upon learning that he was shot by Tiger, Tiger, he asked PJ to return the favor; who then rounds the suspects up.
8) PJ's shotgun is for the Tiger, Tiger. But his pistol, which he hid behind his belt, is reserved for RJ.
9) The next episode, ep7, shows a hunt for Tiger, Tiger members. They are being eliminated and exposed. Once this is done, in ep8, RJ keeps his promise and discloses himself to PJ.
