Season 1 is a perfect season of television. Even though there's a good amount of good stuff in later seasons, it should have ended there.
They kept trying to find excuses for this lonely, lovelorn, fukk-the-pain-away Hank to get into wacky sitcomy sex situations that undermine the depth of the original character in later seasons. This first season is such a perfect story of this lost character who wanders random paths knowing the only actual path to salvation is back to his true love which seems impassable.
It's an argument for the greatness of television to tell a serialized story as well as season 1 does but the trappings of television to unnecessarily expand a story beyond its borders like the later seasons do. Showtime does this often with so many of their shows.
But....but....but...but....
Do not let the potential lower quality of later seasons have you miss this first season. It is some of the best television can offer. (Later seasons have a lot to enjoy too...if you like the first, please continue, but you'll understand why ending w/ SSN 1 is a complete perfect story)