I know I am late to the game, but I recently have started watching Leverage on Hulu and it was one of the better first episodes for a series that I have watched. It just had all the elements of a good pilot.
The thing is a good first episode can make or break a new series. There are certain elements that need to be present when you are just starting out with a series because you need to get people to want to watch more. Some times there is enough hype that people will stick with something even when it is not going so well aka Agents of S.H.I.E.L.D., but that is more of an exception than a rule.
I will sometimes give a show at least two episodes, but if there is nothing in the first episode to hook me than it is difficult to continue on. With Leverage, I have just kept on watching right from the first one! So what does it take to make a good first episode?