As one other reviewer said, this show is proof that sex and violence isn't necessary for a great story. The characters in Season 2 are much more complex than Season 1; we even see Julien Baptiste's not-so-great side in the later season (yes, there is one). By the end of the story, no one is left unrevealed in all his or her flawed, yet worthy humanity. This is the result not only of great writing, but of great acting on the part of all the cast.
This show is worth a serious binge for showing not just the who-dun-it aspect of a mystery, but the personal consequences on all those involved: police, victims, victims' families, bystanders, etc. Such complexity draws you into the story, and makes you care not just about the outcome of the story, but about the outcomes of the individual characters. Law and Order seems so trite after The Missing.