So, I just caught up on this whole series show far, and man, what a ride! I'm mad at myself for not following it all this time, because I freaking love it.
I actually did watch the pilot when it first aired back in 2009, but I found it kind of bland and just never came back to it. Then I started hearing good things about it here and there, and it has a lot of elements to it that I love (history, steampunk, not taking itself too seriously, etc.) so a little while ago I finally decided to give it another shot. It probably wasn't until the episode "Burnout" that I really started to get into it (though I also really liked "Claudia"), but since then I've loved just about every episode. Of course now I have to wait until April to see how they resolve that cliffhanger!
I wasn't all that upset when Leena was killed, though. I thought she was easily the weakest member of the main cast, and never saw much point in her being there except to look up info about various artifacts when everyone else is out of the warehouse. But I like the idea that she might show up every so often in spirit form; the writers might get better use out of her that way.