Yeah, I really think you need to start from the beginning. I believe the first few seasons at the very least are available for Netflix streaming, too, if you have Netflix.

Frankly, I think you can tell whether you're going to be into the show by the first episode. It really grabbed me and I was hooked.

And Bruno is right, there's a bit of a lul (I think most of season 2 and the first several episodes of season 3, but after that I don't have a single complaint.
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Matt