I only watched the first couple episodes of Mad Men so I'm not sure how qualified I am to comment but part of the reason I didn't continue with the series is that I didn't see the point to it. I don't need to have ALL THE THINGS happening all the time but I do like my shows to have a purpose - why these characters, why now, etc - which I didn't feel in those first few episodes. Maybe I'll give it another go at some point given how much love it gets, but for now I've got other things much higher on the list.