The first series has just finished here in Australia, and I loved it. Duchovny's always been great at comedy, and hearing him deliver lines like "I love women. I have all their albums" and "I handled the fuck out of that shit" is priceless. What I find interesting about the show is that it's noticeable that most of the nudity and sex scenes were crammed into the first few episodes. It was a pretty blatant attempt to generate interest and/or controversy (because sex is controversial, apparently), but once the show got all of that out of its system it turned out to have a really strong emotional centre, and a really interesting dramatic angle. The opening scene (shopping for tampons) in the last episode was just gorgeous, written and executed to absolute perfection. It was beautiful, actually.
Only downside is the opening credits (but a lot of good shows have lousy credits).