Definitely worth a watch. I love gangster movies, but I haven't watched any gangster series except for Boardwalk. It's got a high level of polish, period settings, accents (can't gauge how good they are though), fashion, are all pretty cool. The main characters are played very well, suspense and tension is built at the right moments, character development is great though maybe a bit cliche at this point. The calculating business guy, the useless dopey guy, the wrong place wrong time hard luck guy, the ambitious young guns, the double crossers, and the unhinged, spontaneous aspiring gangster. I'll second that the actresses of Gilian and Margaret are second to none, very consistent in their expressions and mannerisms, reactions to each scenario.
Some say the ending is kinda short-lived, but that's really all that's wrong with it (the ending). It still manages to hint at what's coming and tie up the story nicely, it's just rather abrupt and unsatisfying, but it's not a 'wtf is that it?' cheap ending or anything. I enjoyed it, go and get it.