I think you either get hooked or you don't. If you don't see every single episode, there is no way you can follow the show in a satisfying manner.

I was a big fan of the X-Files and a friend of mine told me it was like that kind of show. Long story arcs and questions going unanswered all the time. I don't know if I agree that it's like X-Files because most X-Files episodes are stand-alone and have little or nothing to do with any other episode.

I'm a big fan of Lost now, so I say dive right in. I'm pretty glad I did, but now I have to wait months for the 3rd season to start up.