Holden Caulfield
Eternal Skeptic
It really does keep getting better. I have known people who started and quit watching it and that is a shame because it does build. Those that pushed through seemed to really love it. They flush out the characters more and the dynamics between characters grows. I think it takes some people a while to adjust to the fact it is a bit of a period piece being shot right after the towers came down in New York. The creator of the series really gets cadence and pace and understands the nuances of bureaucracy and politics at the municipal level really well. It creates a tension of inefficiency that is both frustrating to watch while being beautiful.
The guy who is probably my favourite character doesn't even get introduced until season 3 (played Aiden Gillen, better known these days as Littlefinger in Game of Thrones).