At the risk of sounding elitist, I've basically broken the world down into two groups. Either you "get" Mr. Show or you don't. The crazy part about the distinction is that it wasn't like Mr. Show was going out of its way to be funny to a select group. While some points of reference made certain bits easy to enjoy (such as the amazing God-as-Robert-Evans book on tape bit), the comedy worked on enough different levels to make it accessible to all but the most attention-deficient among us.
Mr. Show was sketch comedy that didn't beat you over the head with obvious material. Recurring characters were kept to a minimum. There was no reliance on stunt casting by ushering through a series of celebrity guests, though when the occasional celebrity did appear, it only served to make the sketch that much better. The sketches were woven together to give each episode a cohesive, Python-like feel. It was all extremely tight. In short, it was the perfect sketch show. Forget calling it America's answer to Python. Mr. Show beat the Brits at their own game.
Mr. Show would go on for four seasons and spawn 30 episodes. It's a shame that there weren't more, and it's a shame that it didn't reach a higher level of success when it was on. But for those 30 episodes, the cast and crew of Mr. Show made the type of television magic that the networks simply don't let anyone make anymore.