Good God, in season 2 did anyone else loathe the Priest who showed up pointlessly for a number of episodes and then never again? You think his character is going to break ground, fall from grace in a little love affair with Peggy, and then he just disappears. Pointless and stupid. Sort of like the writing for this show in general. Characters you like come and go, and who gives a shit. I'll still watch it. I've got season 6 to catch up on. Still waiting for Don Draper to jump out a window.
Although the characters are entertaining and the subject matter, advertising, is depicted pretty well, there are seldom gut-wrenching moments. More like "No, Don. Don't do that. Oh, you went ahead and did that. Well, I still like you. Your rocks glasses always look so tasty..."
I think the only moment of this show that had any emotional impact on me was when Lane Pryce committed suicide. I liked him.