I only caught the first episode when it started over here a few weeks back, caught some parts of the following episodes which I thought looked great but didn't want to watch them as to ruin the story.........
So I gave in, spent $48 and purchased it from Amazon US (that was including delivery) and managed to watch the whole lot in one week (was hungover one Saturday so I just vegged out and watched 12 episodes

)
I think it's probably one of the better shows to come out from America recently, I like 24 although I've kinda gotten distant from it and stopped watching season 6 8 episodes into it, I'm that eager to see the next season of Heroes my ex boss is going to download it (he's a fan too) and send me the disc each week.
I'm not going to say much more, except that one of my favourite characters has already died which was a shame, and I'd give my left testicle for one of the pieces of artwork (yes, I know they were done on computer)