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.
The 3rd Season surpassed even the 1st one in plot twists and reversals. Lighter on background stories, it focused more on the Others and Ben's hold on them through the spectral and mysterious Jacob. It also featured one of the gutsier cliffhangers ever: a flash-forward that, had it not been pulled off so skillfully, it would have killed all interest in the show.
True, as expected after the huge success of the show, some...dilution is detectable (the producers are probably worried of running out of ideas) - yet we should be counting our blessings. Even the worse LOST episode is much better than anything else on the air.
This DVD release features 6 disks on the episodes and a 7th one with all the extra features: out-takes, locations, interviews, bloopers and commentaries.