Going on stage with guitars you can barely play, making a wall of feedback and glaring at the audience through it is all about attitude, and it’s easy to make a superficial impact that way. Actually connecting with people through your songs is an entirely different matter: which is why so many people go down the shock and alienation route, since it’s so simple.

And that, broadly speaking, is why I’m so impressed with Mad Men. It doesn’t take the easy route to startle that shows like CSI and Dexter traffic in, fun though they can be. Instead, it relies on the ability of a writer, director, and performers to paint a picture of life forty years ago, and allow the audience to be affected by immersion in that world. And that takes real skill.

Part of the shock effect we do experience is akin to what happened in Life on Mars when we were taken back to the 1970s, when men were men and women in bikinis adorned peanut packet dispensers in smoky pubs. And the effect is even greater when Mad Men takes us back to early sixties New York, and ad agency Sterling Cooper, where creative director Don Draper is stressing over what he can come up with for the Lucky Strike account now it seems public opinion is slowly turning against cigarettes.

Matthew Weiner’s sample script for the show got him hired on Sopranos, and it’s easy to see why. Unlike delightfully simple Gene Hunt from Life on Mars, Don Draper is a complex character. In some respects, he is as emblematic of his time as his peers, who exhibit attitudes that would easily be described as racist and sexist now. Don’s relationship with those colleagues is more complex though: he’s distanced from them, perhaps by the experience he’s had fighting in Korea. Or maybe he really is that bit more sensitive: certainly he is compared to crass colleague Pete Campbell’s lecherous attempts to pull Peggy Olsen, Don’s new secretary.

By the end of the first episode we’ve seen a few of Don’s facets, and the combination of them fascinates. He comes up trumps in the meeting with the Lucky Strike people despite not having anything in his head beforehand; he sleeps with a beatnik illustrator and clearly has affection for her; storms out of a meeting with Jewish department store boss Rachel Menken; and then arranges to meet Rachel out of hours to find out what makes her tick and see if he can come up with some creative advertising for her that doesn’t rely on the stereotypes of women wanting discount coupons that were presented in their meeting earlier.

Having worked at ad agencies myself, and continuing to dip a couple of toes in that world from time to time, I found Mad Men convincing in its portrayal of agency politics and egos. This is intelligent, subtle television that offers real rewards: Mad Men shows up a lens to the past that equally offers comments on the world we live in now, and I intend to stick with this show: Sundays, 10pm, BBC4.