Ever since the early 90's (when TV peaked with TWIN PEAKS) had I to come across such an engaging Series! Weird (in a good way), Insightful and Intelligent - and with much better luck with scheduling and ratings.
The secret in my opinion: truly SMART writing; well-ahead planed plot and characters not only interesting but also one cares about to follow week after week!
Faith and Reason, Fate and Choice, Dogma and Intuition, Nature and Nurture, Good and Evil are, all, in a constant dynamic equilibrium, raising everyday issues under extraordinary conditions to render all the hues discernible and debatable.
Come for the story, stay for the Philosophy.
If you liked the X-FILES you will appreciate the mythology been interwoven with the action (instead of mythology episodes alternating with action episodes and, thus, pretty much ruining the rhythm of the series).
If you liked TWIN PEAKS you will appreciate the skewed reality and the blurry boundaries between reality and fantasy.
DARK-SIDE MOMENT: The writing-down of the (Iraqi) Sayid and the unexpected killing-off of his American-BarbieDoll love interest, just at the peak of the 2nd Iraq invasion (coincidence?). I guess even the best TV will always be, not Art, but a mere Product and a Propaganda delivery instrument.
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Although not by much, the 1st Season was the best of the three so far. The 2nd Season started slow and then got somewhat diluted by the introduction of the tail-group but it finally picked up the pace towards the end.