Twin Peaks was so ahead of it's time when it was released - the interweaving storyline are extremely complex, but never baffling. Unfortunately shows like this are often doomed to failure - as you have to watch every single one (which the networks never seem to like).
If you haven't seen Twin Peaks yet, I strongly suggest you get hold of it any way you can. The characters are many and varied, the direction is at times pure genius, and the story is gripping and will have you guessing right up until the end. It's like the best novel I never read!