Simply yes. What more can I say?
You can pick up the seasons for very cheap on DVD. You can over in England anyway. I'm not sure why but for the 7 disc sets they only cost about 25 pounds. Compare that to a season of Buffy that can cost 70 pounds and you can see the difference. 24 has always been very reasonably priced and I'm sure it's just as cheap over in the States. So yeah, it's a very worthwhile buy if you're interested in picking up the DVD's which is the best way to watch them. Watching it one episode a week on TV is excrutiating.
Season 1 is fantastic, start there as you know. Seasons 2-4 are just as good if not better.
It's must-watch TV. It re-invigorated the genre. The acting is top and the writers are the pro's, they know how to write compelling television. Despite a few slow places in the middle of Day 1 and the terrible amnesia shit that lasts one episode this show is incredibly hard to nit-pick. It's that good and one of those shows you just HAVE to watch. You will be hooked after the first episode and be forced into watching them all.
Oh and Kassidy Yates (Penny Johnson) is in it and she's an evil bitch!
You have to wait until S3 for Mary Lynn to enter the show but she is the best, she plays the neurotic geek role too well, plus she's kinda hot in a weird scary kinda way...
So yeah, either buy the DVD's or if you have a way of downloading the first season over BT then do that. Borrow it, steal it do what you must!