Yeah the first series was undoubtedly the best one, with some great stories. second series was pretty good too but the third and fourth not so great when they changed from an episodic show to a serialised drama.
Over here, there was much disquiet when they moved the setting to America. We understand why they did it - to secure funding to continue the show, but it didn't go down well here. Not because there is any anti-American sentiment here, but simply because Torchwood was a local show, set in Cardiff, just twelve miles from here. It was our show. It was different because it was Welsh - there are a million American shows on TV as it is, so it's lost its unique selling point - local interest.
Trouble is that once you take Torchwood to America, it becomes The X-Files (albeit with gay characters)