Breaking bad got me hooked one episode in and never lost me once. I loved the show the entire way through. I tried watching the first episode of Mad Men and it was boring so I quit watching. Everyone talked about how great it is so I gave it another chance and I watched through most of the first season and nothing made me want to keep watching so I didn't.
They are targeted at different demographics so obviously not every show's going to (or is aimed to) please everybody.