You'll realize when you finish the show that the whole series is arced out in away. While a good chunk of season 1 contains standalones, many episodes play key roles later down the line. Seasons 1 & 2 also have many two, three, and even four parters interspersed if you like that. But season 3 is pretty much an uninterrupted arc. Season 4 is part standalone, part arc. And yes, it's well worth the trouble. Hope that helps!