I really liked that show until I talked with some men about it, their take away was "I enjoyed the female characters in Mad Men. Joan was sexy, powerful, and good at her job. There were many facets to Peggy who started off weak and learned how to be powerful, Betty Draper was so much darker on the inside than she let on, and even Don's daughter was interesting as she grew to hate her father's womanizing ways.
The men are also well written. Maybe I'm just biased because I love this show so much.