In college, I notoriously watched The Matrix in parts; instead of watching it all at once, I kept stopping for breaks and watched it over days. At one point I went up to my friend Jon and said "So Neo's not the One, huh?" He just looked at me and ordered me to go finish the movie.
After finishing season one of The Wire, I feel like I did when I watched The Matrix in parts. Though the show is in episodes, it is not episodic: the season as a whole only makes sense as a whole. As I've watched episodes of season one, I've deeply enjoyed watching the episodes, but the episodes didn't linger with me while I wasn't watching (as shows like Big Love, or The Sopranos, did). I liked it but I didn't look forward to seeing new episodes. But I shouldn't have even tried to say whether I liked the show or not until I finished the season.
But now that I've seen season one as a whole, I feel I've seen the whole movie. The narrative and thematic arch of the show doesn't allow for single episodes to stand out: instead, you must watch the whole. Though finishing one episode of the show never made me look forward to watching the next one, finishing season one is making me clamor for another.