I thought it was fantastic show too. It was made in part by Damon Lindelof, who is kinda an auteur of sorts in the prestige TV world (for better and worse), probably most notably for Lost. But for those who know: he is the guy that did The Leftovers.
Mrs. Davis is its own really colorful and rich and funny thing though, more akin imo to other 1-season gems like I'm a Virgo or Maniac where I am more glad it stopped where it did rather than continue and become bad.