I have been told that the last half of the season is more serialized. They are trying to set some things up, but I think the tone has been consistent in the best Elmore Leonard tradition--likable, even funny, bad guys, with guns.
I think the show's major challenge is overcoming the location issue. It's a lot easier to fake Kentucky in Pennsylvania than California. The latter episodes have a difficult time re-creating the feel of the pilot, which was shot back east (except, or course, this last ep, which was supposed to be in Cali). I would think that restricts the storytelling somewhat to more interior locations.