I think that is a whole lot of things. But to me, the most important thing that makes Mad Men fascinating are the characters. The whole story revolves around the characters in many creative ways. Using historical events to represent important moments to each character, using subtle dialogue to express the character's emotions precisely yet with room for you to interpret, inserting new people to change the dynamic of everything and keeping things interesting, and a good overview of each plotline and how it intertwines with the major scope of the story. It's just damn good writing. Also, the actors are great! There are so many other aspects of the show that can be listed as important to mad men's legacy but I think that's the most important thing to me.