It's really hard to describe what's great about it; after a while you just become so engrossed in the characters and how they develop that you get completely hooked on the show.
I remember when I started it back in June I spent the first 4-5 ep's like

, but I kept pushing through S1 and somewhere in the middle of the season something just clicked and I ended up burning through all 6 seasons in a month and a half.
It aint for everybody though. The whole show's kind of a slow burn; it focuses more on the gradual change and evolution of the characters rather than dramatic events and tension buildup. I love it but I can definitely see see why another person would find Mad Men boring or uninteresting. Run through about three more episodes and if you still don't like it then maybe it's just not for you