I've been observing a trend in the U. S. to cancel shows that appear to be good after six to 13 episodes. So let's make a paranoid assumption: networks want to cancel your show (because they are freaked out about losing money) - therefore you have to hook people in fast.
Episode 1, establish your strong unique Situation.
Episode 2, establish your cool long-running plot.
You have to make a strong case for why viewers should watch your show. And if it does get cancelled, then at least you'll have told (or set out) the story wanted to. This saves you from telling all your friends that the show would have gotten really good in Season 2.
The above suggestion is the paranoid (they'll cancel out show) approach. If you're more confident, go with Joss Whedon's "the first six episodes restate your show's premise," and after that you can develop the plot.
There are many many variations on this:
a) if you have a strong unique situation, maybe you don't need a long-running plot.
b) if you don't have a strong unique situation or a cool long-running plot, then why are we watching? There are many other joys you can get from TV - does your show deliver characters you want to hang out with, titilation, information or an unusual emotion?
c) if you don't have a strong unique situation, then lead with your cool long-running plot.