I am a huge fan of the show and really got into it at the end of the first season, which I own on DVD. It's curious that they're releasing the third season before the second, also it's a bit disappointing, since I have to wait longer to get that set. CI's second season was addictive television: I looked forward every week to the episode to come on Sunday, to see Vincent D'Onofrio nail another clever would-be criminal mastermind. The third season was good throughout, but it had fewer flashes of greatness than its predecessor and it seemed to produce more clunkers than the other two seasons.
Some of the highlights include an episode about architects, murder, and polygamy (Undaunted Meddle), a corporate travesty to challenge Enron (Mis-Labeled), an Anti-Semitic serial killer (A Murderer Among Us), a very unhappy family (Shrink-Wrapped), and a master con artist (The Saint). There were a few more star appearances: Judd Hirsch (Ordinary People), Stephen Colbert (tv's The Daily Show), and Brent Spiner (Star Trek). On the negative side, Kathryn Erbe gave birth to her second child during the season, so we got Samantha Buck for a few episodes instead. The show, to its credit, tried new things, some of which worked (the above shows) and some that didn't (the flat F.P.S. and Mad Hops, plus an embarassingly banal D.A.W.).
All in all, the third season was weaker than the first two, but real fans will enjoy its charms. If you are among them, check it out, but if you're wondering what this whole Criminal Intent thing is about, I'd recommend holding out until the second season is released.