You definitely should, the series' has everything - good stories, good character development, so many little twists and turns and clues you can pick out along the way if you enjoy that sort of thing. It's satisfying on every level really.
I also have a little theory which seems to have gone unseen by the reddit crowd. Blurred spoiler below:
In episode 6 we see Theresa talking to someone on link up in the command room who is Chinese. We have no idea who he is, but Theresa clearly understands the language. I can speak some Chinese and I'm pretty sure he says to her to light a cigarette, which she then does. So my feeling is she is a Chinese asset of some kind, perhaps even a robot, and that 'light a cigarette' is some kind of command code, although her death would perhaps count against this.
Interestingly we also have Maeve programmed to infiltrate the Mainland, which could possibly be a reference to something Chinese, although the common view is that West World is on an Island. We have the possibility of Samurai world, which though is Japanese, is at least Asian. And we have Chinese tourists in the brothel in William's time arch, and I really want to watch that again to pay attention to what they are saying.
EDIT: listened to it again and I was wrong about cigarettes. The dialogue is as follows: it's appearance means there is no time delay - or something very similar to this.