It's funny how many TV shows start out on "thing of the week" episodes that are relatively self-contained, but then they discover the overarching story that becomes their true focus. Supernatural started with monster of the week, but moved on to an ongoing story about the brothers' relationship against a background of angels and demons. The X-Files moved on from mystery of the week to the Mulder and Scully relationship against a huge government/alien conspiracy. Psych, even though they kept the case of the week format most of the time, explored several relationships, both friendly, family and romantic, as the main focus after a few seasons. Fringe moved on from weird-of-the-week to a battle between alternate realities. You get the idea. Thing of the week is just where the writers start, but eventually they find their real story.
Mokalus of Borg
PS - It's hard to see where you'll end up when you start.
PPS - I imagine it's a good feeling for those writers when they find their way.