So far we have several major plots (along with some stupid ones like "Claire needs to fit into high school"), but there are a few that seem to be the driving forces behind the season:
1) Someone is killing Sulu and Mrs. Petrelli (and, I assume, the others in the company). Unfortunately, since these were all bad guys last season, I don't feel bad about them dying, so there's no sense of urgency.
2) There's a plague affecting the supers. But so far it's only affected 3, and the only one who died was 30 years ago, so again, no urgency. Compared to a nuke going off in New York, this plot problem is boring.
3) Bennet and Suresh are infiltrating the company. Yay, but too pro-active--they're not racing against time to solve a scary mystery, they're just being calm and methodical.
4) Someone scary as all crap is haunting Molly's dreams. This is the plot that's going to take us somewhere--this is season 2's nuke, so to speak, or at least it's the only thing we've seen so far that has the right potential. Sometime in the next two episodes we need to learn more about this guy, see the devastating effects of his power, and get a glimpse of mankind's horrible fate if he is not stopped.
Now, obviously there are more plots than this, but somehow I don't see "Hiro helps Kensei become legendary" or "Peter becomes an Irish gangster" turning into the main story that ties all the other threads together. It needs to be one of these four, or something new we haven't seen yet, but whatever it is we need to see it explode very soon. I think the main problem this season is actually not the plot but the mystery--the heroes are all too comfortable with their powers, with the obvious exception of Maya. Season one, regardless of nukes or Sylar or anything else, was primarily about "holy crap what's happening to me," and we don't really have that this season. I don't want to complain too much, because the plot seems more planned this season, and we're likely not going to have the long stretches of treading water while the writers tried to figure out what to do next. I just hope the urgency comes, and comes quickly.