Unless you've watched the first volume, The Untouchables is a little slow to start. It doesn't take long to figure out that Elliot Ness (Robert Stack) and his agents are the good guys, though some of the plots seem very experimental. In other words, some episodes work out really well and really suck you into what's going on, yet others feel "off." They are never so bad that you'll want to stop watching, but there is a noticeable difference.
The main reason for this is that Al Capone has already been put in jail. For those not up on their gangland trivia, that would be the equivalent of having a Batman show where Joker is locked up (and I mean, really locked up) in jail. To remedy this, Ness goes after a number of small-time mobsters in each episode. It almost feels like American Idol auditions for the next Al Capone; you get a few good ones, but you still know you're far away from finding just the right one.
The chronology of each of the episodes doesn't work all that well either. Some episodes take the Untouchables to other cities, while prohibition is on in some episodes, while it is over in others. However, this flaw is more than forgivable since the show doesn't really follow much of an overlying continuity. Each episode is light and meant to be viewed by itself rather than as one part of a bigger story.
The only bonus is an I Love Lucy episode. While this might seem completely random (it did to me anyway), it makes sense once you realize that The Untouchables is Desilu production - the same company that produced I Love Lucy. The episode is a spoof of The Untouchables, and sees Ness going after Lucy after he mistakes her for a mobster's girlfriend. The episode is okay, but honestly I've never been much of a Lucy fan to begin with.
Although The Untouchables is, for the most part, enjoyable, the feel does limit some of the show's appeal - mostly to people who grew up loving the show or anyone with a deep interest in 1930's Chicago.