The television show did *not* make the error of the second Highlander movie, that is: forgetting about all the nifty history and characterization of the first film and going for sci fi garbage shots of electricity. The show picked up right where the first film left, with a somewhat tortured hero and all of history (or at least four hundred years) to play in. Duncan MacLeod was never my favourite character but he was the central role needed to showcase all the other points of view and moralities of the other characters, many of whom were very complex and interesting. My favourite of these is Methos, but Joe, Darius, and Fitzcairn were all fine to watch.
Some of the best episodes stemmed from questions of what is right and wrong, whether we can change, whether we can (or should) be forgiven and forgive ourselves, and of course how many jokes can you make about being older and wiser and where do they stick that sword when it isn't being used, anyway? There was enough heart to this show that even when it was scraping bottom (eg. some of the last season episodes when they were experimenting with other immortals to see if they could make a spin-off) it muddled through without sucking.
It has been finished for a decade but I still meet people who continue to adore the series. Let's just not talk about the new movies, though.