I actually feel the exact same way regarding Twin Peaks, the pilot is excellent, but it goes downhill entertainment wise really quickly. Twin Peak's pilot causes really raw feelings and emotions, mostly from the performances themselves and the stellar use of music. The mystery itself isn't what's important, its the people affected by a personal tragedy that drives that episode. I don't care enough about the mystery itself. Twin Peaks is a heavy commitment, would've worked better as a movie.
Mulholland Drive is entertaining the entire time, scene after scene. Different emotions and feelings are felt all the time. Fear, sadness, anxiety, happiness, anger, wonderment. The constant tonal shifts along with the movie being mysterious, rather than being a movie about a mystery, is why Mulholland Drive works so well. It even works as a party movie, people can discuss all the weird shit and try to figure out different meanings behind all that stuff.
Deadly Premonition starts out goofy, and while the humor benefits from that surreal goofiness, every player is thinking "where will this actually end up?". Deadly Premonition starts as a weird, roughly made game and then ends as something that is really endearing and emotional. DP's ending is one of the strongest endings to anything I've played, read, or watched. The pay off for sticking with the game is unmatched.
