Not that impressed with the first episode. Without rehashing the entire episode, here's a few thoughts:
While The Sopranos (writer/producer Matthew Weiner's previous show) was about people who seemed just like us but lived in a world we could never imagine being a part of, Mad Men is about people who live in a world we can easily imagine being a part of but seem very different from us. The Sopranos is a window into a world we'll never be a part of; Mad Men is a mirror to a world we could clearly have been part of. So while The Sopranos fascinates us, Mad Men makes us uncomfortable.
The writing, as others have mentioned, is stiff and unconvincing. (There's a belief, in Hollywood, that great shows are the result of one person and that the people who come out of those great shows rarely succeed on their own. Mad Men seems to bear that out.)
Since there's an entire subplot about the existence of Jewish ad agencies and the complete lack of Jews and Italians at the agency the show is set in, Parker owes me a drink. (For context, click here or here.)
It seemed strange (and possibly untrue) that a CD and 26 year old account guy would be the only agency people in the room with one of the agency's biggest clients. Dramatic license and all that, but still, I felt like I was watching Bewitched again.
thirtysomething, which I loved when I was twentysomething, didn't always get it right, but got close. Miles Drentell, in particular, was a great portrayal of the sort of psychopaths who often manage to succeed in our business.
I TiVOd right through the commercials without realizing there was something in there that was supposed to make me stop and watch them. I only learned about this when I read CK's blog.
Don Draper got off the train in Ossining, which is in Westchester County, not Connecticut, as some others have stated. It's also the home of Sing Sing Prison, which, given the general heavy-handedness of the show, was clearly some sort of metaphor.
I'll watch the next episode or two to see if it gets any better, but not counting on it.