Completely hooked me in one episode? While I often really like shows from the first episode, here I only count shows that really blew my socks off. Only three come to mind.
The first is The Knick:
The main reason why it absolutely pulled me in is because it's directed by one of my all-time favourite movie directors, Steven Soderbergh. His signature, stark style is just all over this. From the high contrast visuals and genius cinematography to the minimalist electronic soundtrack which fits oddly yet amazingly well with the whole thing. The show's setting and themes, helped by fantastic set and costume design, only helped draw me in further. I absolutely cannot wait for the second season.
The second would be BBC's Utopia:
I'd say it's the finest show the BBC ever produced. What pulled me in here can be surmised by that it really emulates David Fincher's directing style, which is also one of my favourite directors. Which is funny because Fincher is going to make the American remake, though I think even he can't top the original. What draw me in here was the sheer brutality contrasted by the stark, bright and highly stylized visual style of the whole thing. It also manages to be incredibly brutal without relying on grossing the watcher out. It's a fantastic conspiracy-theory show that just grabs you by the throat and doesn't let you go. It's completely fucked up in the best possible way.
And I can't help but list my all-time favourite anime, Cowboy Bebop:
It was the first real, mature anime I ever saw and I have yet to top it. The first episode already hit it off by throwing you in this sci-fi universe that really feels alive and lived-in and then rapidly starts throwing in the best hand-to-hand combat I've ever seen in any anime. And boy not only that, but then they start choreographing the whole affair on a genius jazz and blues soundtrack. It can't get any better for me.
Honourable mentions go to House of Cards, Samurai Champloo, Breaking Bad, Tremé and Vicious. I must say, while I adore most of HBO's shows I don't list them, mostly because most HBO shows (The Wire, GoT, The Sopranos, etc) take their time to build up, they start more calmly. Tremé here being the exception mostly thanks to the music in it. Man do I love jazz.