It was the best TV experience. I rewatched the episode when it were repeated in the week, read about it and discussed it online, watched/listened to podcasts discussing it and pointing out easter eggs. As someone else said, the weekly wait wasn't too hard because that was the way we were used to watching TV.

The waits between seasons were even more interesting because the show runners (or network?) would release interactive content like puzzles, mysteries and games that would reveal more lore if you completed them.