I thought it was an especially good one. It's getting to the point where I find myself really caught up in the show. During the last episode, I even felt anxious about what was going to happen. I don't normally watch shows that have a consistent storyline. I believe the last show of that sort I did watch was Northern Exposure whose storyline got rather stupid after a while.
Some shows seem to have a continual story but are also very episodic in nature.
The Next Generation did this. You could either watch the shows in order or on their own. The Sopranos is almost like a 35 hour long movie. It's in season 3 now, but I heard that the scripts for seasons 4 and 5 have already been written. I bet a number of people subscribed just for The Sopranos.