I've been trying to watch this series, though the TIVO has not been cooperating fully. I've seen episodes 1,2 & 4. I am a fan of the X files and am a fan of Lost and I don't really think I like this show. That being said I'll probably give it a few more chances.
For me, I can't stand the female lead character. she seems too wooden. Her emotions seem forced. She may grow into the character, but i don't really enjoy anything else to stick around and wait for that to happen.
I am going to say that the last episode where they started to lay foundations of the overarching mythology with the "watcher" guy and some reappearances by the dead love interest agent was more interesting than the previous stand alone epsiodes, but still left me wanting.
This is a rambling post, but i guess it boils down to, I was expecting more from this show based on the pedigree, but it's failed to deliver so far. I'm willing to give it some time, but not much. That's just my 2cents.