I think there are a lot of deep rooted themes in this show about the pursuit of happiness, the depths of darkness that reside even in the best of men, the importance of self-motivation and grit, and the evolution and progress of man despite the earlier generation's despair that the future is grim.
But even if you don't read into all of that - the acting, the cinematography, the characters, and the superficial storyline are enough to make this a great show. Not to mention the style and glamour - I am a huge Don Draper and Peggy Olson fan - and the resurrection of the iconic class of the 60s and 70s