First Night: Mad Men, Sky Atlantic

A slow burner – but was it really worth the 17-month wait?

Christina Hendricks as Joan Holloway and John Slattery as Roger Sterling (AMC)

Given the advance hype in some quarters the only way the return of Mad Men wasn't going to be an anti-climax was if Elvis had come out of hiding to make a cameo appearance. And with a different kind of show all that over-excited anticipation – further worked up by a 17-month break between series – might have had a more damaging effect. But fortunately Matthew Weiner's Madison Avenue drama has always played with expectations in clever ways. He knows that if you make an audience wait for its gratification, and if you make it work a little to understand why it's gratified at all, the pay-off will be all the greater. So "A Little Kiss", the double-bill that kicked off Series Five, is perhaps best described in terms that would be paradoxical for a different kind of television programme. Reassuringly slow. Promisingly inconclusive.

The two episodes were neatly bookended, starting outside the offices of rival agency Y&R, where the young executives reacted to a civil rights protest about discriminatory hiring with mocking laughter and waterbombs , and ending in the lobby of SCDP, with Don and his colleagues wondering what to do about the crowd of what they call "negroes", who've come looking for a job.

An advert boasting about their "equal opportunity" policies, intended to embarrass their competitors, has been taken seriously, and now they have to work out what to do. It looks as if Sterling Cooper might fall over its own feet into a social vanguard – or at least the best that 1965 can do in that respect.

We'll have to wait to find out but for the moment we're preoccupied with more self-indulgent dissatisfactions. Pete, Roger and Lane are equally dissatisfied with married life. Only Don appears uncharacteristically contented. When Peggy pitches an unconventional bean ad to Heinz and the client dismisses it and asks where the "bite and smile" is Don doesn't back her up. "Clients are right all of a sudden?" says the dismayed Peggy, "I don't recognize that man. He's kind and patient." He is for a while, at least, until Megan's decision to throw a surprise birthday party for him restores a more familiar existential gloom.

The party was a classic Mad Men set-piece, a cocktail of social embarrassment, period detail and brimming martini glasses. The seersucker of Don's work colleagues, all of them essentially men of the Fifties, brushed up awkwardly against the paisley and stripes of Megan's more bohemian friends, conspicuously and unsettlingly young.

Mad Men isn't as perfect as some of its devotees make out. Joan's return to the office with her baby was overplayed and unconvincing. But then just as you're thinking it might be ordinary it delivers something unexpected, such as the dark sexual game with which Megan resolved her row with Don or the little sub-plot in which Lane became infatuated with a snapshot he'd found in a lost wallet. In one respect it was like an unachieved sneeze – all tickle and no conclusion. Except that tickling anticipation and subsequent disappointment was precisely what it wanted to convey. Few other shows can let you down so interestingly.