Having watched every episode the last couple of months, four seasons, I can help set your expectations.
-Don Draper, who is the main character, isn't likable or meant to be someone good. But, his story does get more interesting the more you get to know him and his past. You'll never love him like Dexter, but you'll be interested in his life and the people that work with him.
-Betty Draper becomes one of the most hated characters ever down the road. Her stories are never that interesting, but most of them involve Don, which you should be interested in.
-The show isn't must see episode to episode, but has many moments of greatness, especially the drinking. It gets better.