I like the way X-Men made you have to watch every episode, since for the most part they all kindof flowed together. Gargoyles is a fairly close second, but they never stuck with anything. They'd have a big change and then next season they'd have some big backstory and undo that change. Example:
"The girl Gargoyle is dead!"
"But wait! The thing that killed her is actually linked to this powerful magician that gave her special powers 10000 years ago, and that powerful magician is still alive. He'll show up unnanounced and make her alive again. She'll hate you, but she'll leave for a while so it doesn't matter."
"Oh, okay."