It took me until about halfway through the first season for me to fully get into "Mad Men," the fourth season of which is about to raise the IQ of DVRs across the nation. It was slow, and Don Draper, a cipher and an A-hole, was a hard guy to care about. But eventually I got sucked in, and this scene stands out to me as a reason why. It may not seem like it just from the clip, but in the context of the show it was hypnotic.
The acting on "Mad Men" is uniformly great. January Jones* is a model of subtlety and restraint as Betty, Elisabeth Moss makes you care terribly for Peggy, and Vincent Kartheiser is incredible as Pete, who at least early in the series is the rare character whose villainy clearly proceeds from weakness a la Uriah Heep.
The song in the scene I linked to appears to be Don McLean's "Babylon," which interestingly enough, according to Wikipedia, comes from the same Psalm 137 that serves as the basis for "Rivers of Babylon," the excellent Melodians song from "The Harder They Come."
*SPOIILER ALERT -- One complaint about the writing from Season 3: The older guy Betty eventually runs off with hits on her at a party by putting his hand on her third-trimester-pregnant belly in the line for the bathroom. That was creepy, and somehow I doubt that move has ever worked in real life.