I think the appeal to it is the overall story that most people started watching from season 1 or season 2. If you just jump in I can see how you thought it was slow and, some episodes are infact slow but, those are the ones that is developing the character's story. Another thing is once you start to get attached to a character they usually die and you're like ohhh nooo.
In short it's something you have to watch from the beginning.
I know what you mean. I'm that way about Game of Thrones. Grant it I'm sure it is a really awesome show for a lot of people but I just can't get into it. I recently tried again in December when HBO was running a GoT marathon and it did me no justice.