The first season or two are much much more episodic. By the end, they are very much focused on season plots instead. It's still episodic in the way that shows like Breaking Bad will be very connected but each episode still has a focus and contained story.

Very similar to Justified in this respect imo

I'd highly recommend sticking with it. The first season is ok but can be silly sometimes (a lot of the Dutch plot lines can get that way) and it grows a lot after it.