Not having television at home, you'd better believe that any show that I get involved in has to be amazing.
I first started watching "Lost" when the Season One DVD came out, because I had heard only good things about it up until that point.
I was pretty impressed with the cast and crew credits: JJ Abrams can put out his grocery list, and I'd queue up to see what it was like. Matthew Fox is a phenomenal actor; several seasons of "Party of Five" convinced me, and on more than one occasion during that show he reduced me to girlie tears.
While other cast members such as Rodriguez, Somerhalder and Monghan had been in movies and television shows that I enjoyed, it was actually the presence of Terry O'Quinn that was the lock-in. This man's work quite extensive: films such as X-files, The Cutting Edge and the horror film Stepfather 2, television like Millenium, and of course, Earth 2. (But that's another story....).
Simply put, "Lost" is the best show this season, and by the few episodes already seen, they've managed to continue adding in the same clues teasers for us obsessive types, while fleshing out realistic characters that show range that is more than just black and white.
Take a look. You won't be disappointed. Better yet, start off with the DVDs, and then try to catch up. It's worth the rentals. It's worth your time.