The appeal of this show is very difficult to put into a few paragraphs. Its an extended modernizing of Shakespeare's Hamlet, only the Prince in this case is a Canadian Mountie, sent to Chicago to pursue his fathers killers, haunted by his father's ghost. It's more light hearted than it sounds, Benton Fraser(the Mountie) begins to get more acquainted with his father in death than he ever had been in life, courtesy of journals and interacting with Fraser Senior's ghost. The characters are both exaggerated but ultimately very believeable and Benton Fraser is by far one of the most intriguing fictional characters I have seen on television. The first season especially really does ask probing questions and deal with issues, notably the last 3 episodes featuring Fraser's warped love affair with a woman he had to imprison!
Many episodes are modernized derivatives from notable literature, one case is an episode entitled "Gift of the Wheelman", a reference to "Gift of the Magi" featuring the wheelman in a bankrobbery throwing his life away in exchange for the loot to give his son (played by Ryan Phillipe in his first major appearance) whom only wants his father's company and compassion. If you have the means you should really check into this show, if you are an avid reader it's incredible. Next to the Simpsons this is my favorite television series to date.