Watching a new show which is driven by a mystery is a high-risk proposition. The odds are good that the series will be cancelled well before the mystery is ever revealed (a la Miracles or Nowhere Man), or with a quickly tacked-on solution (Push, Nevada). Often, there is no real intent to "solve" the mystery, since that would be the end of the show. And if they do solve it, there’s a good chance that the solution won’t live up to the quality of the mystery, or that once the central mystery is solved the show won’t have much of a place to go (Twin Peaks can be reasonably accused of both.)
But, with all that in mind, this season has brought us not one but two mystery-laden series that are worth paying attention to. The one getting the most attention is Lost, and it deserves a lot. A plane crashes on a distant and dangerous island, and the survivors begin to be aware that there was more to the flight and more to the island than meet the eye. Judging off the first hour, it’s a very well made series (no matter how well one could describe it as "Gilligan’s Island meets Scooby Doo"), the situation grabs, there are characters to root for. Better yet, it’s from the creator of Alias, who has a reputation of paying off on mysteries but building new ones to keep folks going (a reputation I won’t vouch for; I’ve only watched one or two episodes of Alias, although I may try doing the first season on DVD at some point.) Lost was, by the way, a tough show to watch the day before flying off to Hawaii. Well worth checking out.
The other show is getting less attention, and is a higher risk example, but it’s still worth checking in. Veronica Mars is about a spunky teen girl detective helping out her abandonedly-single detective dad. She faces two mysteries in her life: her mother’s choice to leave, and the murder of her best friend. The pilot makes it clear that these two mysteries and how they overlap would be the driving force here. Veronica’s own detecting and adventuring exploits seemed a bit over the top for me at first, but then I stopped looking at it as some sort of realistic drama and more as a Nancy Drew book with more emotional resonance, and by the end of the episode I was hooked. Helping matters was a fine performance by Enrico Colantoni as her ex-cop dad; he never really captured my attention as the photographer on Just Shoot Me (but then, my attention had long been rivited to Laura San Giacomo, for purient reasons), but his work on the film Galaxy Quest forced me to take stock of him.) Do check out this series. It is spirited and charming, intelligent despite not being realistic.