I'm only a couple of episodes into season 2 at the moment, so I'm behind you. I agree that dramas like this are always best with rich character development, though, so I"m sorry to hear that you think it wasn't as strong the second season. And in love w/ Lady Mary? Interesting.
Have you taken the quiz?
http://http://http://www.weta.org/tv/picks/downtonabbey/quiz
I ended up as Lady Sybil, but that's only partly right, I think.