Well now, bumping this thread cause we're gonna talk about Judy. In fact we are so gonna talk about Judy at all.
I'm all for the idea that Judy is the woman who opened the door for Evil Cooper when he went to visit Jeffries above the convenience store.
1. The scene of a random woman opening the door for Cooper doesn't really make much sense unless that woman had some sort of significance.
2. Jeffries said to Cooper: "you already met Judy". Which I'm assuming cryptically meant "you *just* met Judy".
3. That woman was devilish in appearance, black makeup around her eyes etc.
4. Jeffies and Judy go way back, so not surprisingly they live in the same 'apartment complex' now.
5. She looks at Cooper in a nasty way after she opens the door. We already know there's bad blood between the two, so it fits.
6. Jeffries basically tricked evil Cooper and gave him coordinates that sent him to the giant so Bob would eventually get knocked out by the green glove guy (remember, the giant gave that guy the glove in the first place, for a purpose). Judy was likely in on the scheme (as mentioned, she doesn't like Coop).
7. Go to the very end of the credits of episode 15 - you see that woman standing outside the door again. If that's not a big hint from Lynch then I don't know what is.
To correct our earlier assumptions, the creature that crawled into Sarah Palmer is definitely not Laura, nor is it Judy. Just another nasty creature that came out of the 'puke'. So Sarah in a way had great good (Laura sent by the giant), and great evil inside of her at the same time.
Also the puke creature (with the ears) probably isn't Judy either, nor is the glass box demon. They are 3 different entities, or at least completely different manifestations of Judy. I'm assuming Judy (from above the convenience store) is "mother" from episode 3, as she definitely seems more human-like than the other two creatures. In "Twin Peaks The Missing Pieces", it is mentioned that Judy is a young woman from Argentina, not a puking creature with weird ears.
That's my closure for season 3