I think I've caught on to this a little late, I only started watching this show a few weeks ago. I am particularly taken with Joan Holloway/Christina Hendricks, she's just impossibly lovely and some great lines.
Other things I love about this show:
The witty snipey unrealistic dialogue
The impeccable costumes, hair and make-up
Learning more about Don Draper's early life as the show unfolds
Peggy Olson

Anyone else share my enthusiasm for Mad Men? Has all of the second series aired in the US? Any talk of a third?

i enjoyed the 1st season. it was sexy, dark and my kinda show. the 2nd season, however, bored me to tears. i had to stop watching.

Yea, I've heard other people say that. I think I feel otherwise because the first episode I watched was from the second series so I don't see the difference as acutely.

I liked both seasons equally - but I saw them all back to back. (1st season DVD and 2nd season downloaded from BitTorrent)

I think drama series are much more enjoyable when you don't have to wait the whole week between episodes. It's easier to invest in the characters, and the plot. Networks ought to consider airing shows more like a mini-series format as opposed to the traditional format of ~22 episodes stretched over 8-9 months.