The writing on all the episodes was excellent, and I liked the way the characters were building. But in addition, it had some things I really like but don't see often enough in TV science fiction:
1) Chinese language and cultural influences: Twenty percent of the earth's population is ethnically Chinese! That's got to have an impact on the future.
2) A woman soldier who looks and acts the part: Zoe really kicks ass in a convincing way, while staying very feminine. Hollywood sometimes insists on casting supermodel types as "warriors," and they never carry it off well. Zoe does not look like a Playboy bunny in khaki, but she's definitely female.
3) Accents: I hate when everyone in the future sounds the same! The frontier types sound different from the Core well-to-do folks.
4) The main characters all have facets. Kaylee is sweet but too timid some of the time. Jayne is overtly mercenary but not actively evil. He's a big on guns, but not afraid to wear the silly knit hat his mother sent him. Mal isn't too macho to run away from a fight, but he can also be selfless. Zoe is a soldier but she loves a guy who's not much use in a fight. And so on.
Now I have to get Serenity, the movie, on DVD and watch it, cursing Fox's name all the while!