Billed "the scariest TV show ever" before its release, the show certainly doesn't flinch away from the great visuals and dark mood. I can't confirm if this is the case (having seen plenty of horror movies and therefore largely desensitized), but I wouldn't be surprised--the atmosphere throughout the episodes are decidedly creepy, a little uncomfortable, and there are more than a few moments when you'd like to back up a little in some of the closer shots, and I just don't recall this ever happening before in other television series!
There is an excellent X-Files-y feel to the show, but it manages to be more lighthearted and "cool," due in large part to the convincing and enjoyable fraternal chemistry between stars Padalecki and Ackles, whose acting comes off as natural and comfortable. Centred entirely on supernatural events (lacking thankfully from The X-File's sometimes tiring theme of government conspiracy and aliens) based on actual urban legends, it's satisfying to see some of the stories we've all heard growing up unfold and be addressed on the screen. Of course it's a fictional storyline, but in a sense, this gives it more "credibility," where other shows like Buffy, Angel, and Charmed, while fun, you know plenty of the mythology is made up.
I wish I could give this a 4.5, because the show is lacking little from an enthusiastic 5. My biggest regret is that much of the show's episodes are stand-alone, addressing the main plotline only occasionally. This is partly understandable, as there wouldn't be much if the brothers' goals were so quickly dealt with, and the huge variety of urban legends cannot possibly all relate to their quest. But at times, I still felt myself hoping for a return to the main issue in the middle of a batch of stand-alones, the story arcs, if you will, from other shows such as Lost that keep the pace steady and on track. Fortunately, whenever the main story is explored, they are always outstanding episodes, with heightened tension and action, all culminating to an impressive season finale.
In conclusion, there's very little not to like in Supernatural: it has charm, humour, excitement, chills, and thrills, things you'd think all TV shows by now would have learned to include.