I just started too. I just finished Episode 2 and so far I'll just agree with what Stoney said. But in Episode 2 there was a long stretch of combat that was really boring and I'm hoping the game doesn't make combat the focus from here on. The TV and radio programs are great too.
also, does this game have weird graphic glitches or is this a problem? when installing the game, my 360 sounded like a buzzsaw (compared to every other game I installed, including RDR last week, that was fairly normal). Things like shadows appearing as a patch of dots at times or at times voices are out of sync with the faces (most noticeable with Alice, probably because her face looks weird, but it happens with others at times). Actually, the way faces look and behave in this game are really weird with the worst being Alice. Other than the faces the game looks great, especially the lighting.
btw, is the voice actor who plays Barry the same guy who played Joe Pesci in Bayonetta?