I'm only a few episodes in, myself, so I don't want to get spoiled, but it definitely seems like the show's finding its stride after the pilot.
You're in for a treat. Mad Men gets progressively better with each season, with season 4 being the best so far. I'm excited to hopefully have some Mad Men discussion on the podcast some time in the future.
In for a treat? Amen to that. Mad Men is a wonder.
Not to get into the whole Mad Men vs. The Sopranos vs. The Wire vs. Breaking Bad debate that was happening on Grantland a few weeks back, but having just finished The Wire, I can affirmatively say that Mad Men is the best of the four, so long as something doesn't go colossally wrong with the upcoming seasons. And even if that were to happen, Mad Men S1 to S4 is probably the best TV I've ever seen.
Actually, I feel a little betrayed by people when it comes to The Wire. After hearing so much hype from all corners and from all types of folks I was expecting it to be a revelation, and it really wasn't, at least not for me. It's a very good show, but I wouldn't say it's as special as it's made out to be. The first and second seasons are great and then it gets progressively worse. But that's just me.