I just finished season one. This is my first viewing. It took me a couple of months. I couldn't just sit and watch like I do with other shows, it was just too grim and too slow.
I had huge issues with McNulty's accent. It was all over the place and really distracting at times.
Something that confused me, was Bubbles a pedo? It seemed like he was fondling himself at the soccer game, but then that never went anywhere.