I really enjoyed watching this series, even though it took me nearly ten years to discover it. I agree with another reviewer's remark saying that the quality of the writing seemed to have dropped off somewhere around the middle of the third season. To be honest, I think the first season is the best one, and the second was pretty interesting as well. I too am disappointed that Showtime cancelled this series after the third season.
Also, If you are from the Northeast USA, or you are interested in this area, maybe you will find this show interesting, I am from CT (near RI), so I can really appreciate the characters in this show, since they sort of remind me of people I know from RI with their accents and mannerisms. And it is fun seeing local landmarks that you recognize as well such as the RI state capital.. LOL @ everyone always drinking Dunkin Donuts in the show, and East Coast staple. Clever way to advertise, but also true. After watching the show, I am more interested in visiting Providence again.