The best part of this show, in my opinion, is that the "Good Guy" is actually a good guy. He has ethics, and in doing the right thing avoids doing the wrong thing. Let me explain what I mean.
Pick an action hero, pretty much any will do, and they are the good guy, right? Well, sort of. If the "Bad Girl," the one who just killed some innocent person, throws herself at our hero, he'll do the honorable thing and have sex with her, and then turn her in. Wait, honorable?
Or our hero will engage in a high speed chase through city streets and residential neighborhoods, with no regard for the potential loss of innocent life. Hey guys, there is a reason the police don't do high speed chases, and it is an ethical one.
Or our hero, trying to get away from police who are chasing him, will execute some cool driving maneuver that results in half the police fleet crashing and flipping spectacularly and, often, in slow motion. Wait, what happens when the 911 calls go out tomorrow?
Or the hero is an ex-CIA man who wipes out a dozen agents because some nutball at the top wants him terminated and he wants to live. Hard to root for one of our guys killing, um, our guys.
And so on.
Burn Notice takes a different tack. The hero tries to do the right thing at all times, and, when he cant' he admits it and still does the most ethical thing he can. This is refreshing.
For example, the female lead throws herself at him, and he keeps throwing her back because she's a trigger happy bomber. Not many men, hero or otherwise, would through her back. At one point he has to get rid of a drug dealer who has pulled a gun on him before, so he shoots the guy in the leg, and gives him antiseptic and a bandage so he won't walk with a limp after it heals. He steals a car because he has no option, but the voice over says he he will have it back by 5 PM, and he keeps his mother from smoking in it and stinking it up because it isn't his car.
This may all seem trivial, but it sets the show and the hero apart from so many others. It gives the show character and depth, and adds to the fun.