I just re-watched this with a friend... they did such an amazing job introducing all the characters.  The sequential reveals of the facets of Don, classic.  The last scene where he comes home to his wife and kids shocks everyone.  Also, I don't know why I didn't pick up on it before, but I just noticed some of Sal's comments - using his neighbor as a model for the ad, responding to the call girl who said she loved the strip bars "full of men" and saying he knew how she felt.  In contrast his other comments now seemed over the top... because he really was hamming it up to fit in.

It really hits home in the second season when the gang finds out Kurt is a homosexual, and Cosgrove says, "I didn't know we had a pervert working here."
The hurt on Sal's face is almost heartbreaking.