Again, re Mad Men, I'd say that while this sort of eleventh-hour whammy is the mark of a damn good pilot, I didn't really connect with the characters--including Don--until later on, and I was always far more interested by Peggy's truly opaque motivations than by Don's, anyways (was she naive? A Machiavel? A bit of both?). I was snagged, but not in love. And as with OZ, the initial lure was watching an alien world go through its paces...how different the familiar can seem, when run through a new lens. All that.

As for The West Wing, I'll take your word for it--the lost me at their premise. I mainly mentioned the show because I know a lot of other people love it (including you).;)