First few episodes were slow, but i have learnt from shows like Mad Men, The Wire & Sopranos that you have to give some of the best shows time.
Have to say though that as a whole season (which by the way i watched in a weekend) the show was great. I'm a massive fan of real mafia based stuff. Most of the books i read are about the Costra Nostra or Mafia/Gangster stuff so i find this era really interesting. Hopefully this will last out until Capone's reign in Chicago and the Valentine's Day Massacre fallout. Could be some really interesting stuff.
Great Show!