I think it depends where you start. You can watch random episodes, but it's definitely better in order. Not vital, but it adds to it. The first 2 seasons are amazing, the third one is great but with some bad episodes, the 4th one is 50/50, the 5th one is supposedly quite good but I only watch shows on DVD so I haven't seen it.
But it doesn't seem like a show everyone would like, so it might just not be for you.