I watched the first episode before I'd ever heard of the books. I thought the show seemed interesting, so the next day I went out and bought
Storm Front. By the time I was halfway through SF, I realized that the series rocked, and went back out and bought all of the other books that were out.
I decided to finish reading the books before watching any more of the show, to keep from spoiling anything for myself, in case the show had elements from the books in it. I recorded the episodes, though, and when I was done with the books, I watched most of the season over one weekend, one after another. At first, I didn't like the show so much, because it was so different from the books and left out a lot of things which I considered to be great about the series. But, by about halfway through the show, I started thinking of it in terms of itself, not as a reflection of the The Dresden Files books, and I started to like it a lot more. By the end of the season, I actually thought the show was very good, taken on its own.
I wish it had gotten another season. Especially because it might've helped make the long wait between books more bearable. Parallel universe Dresden Files or not, it was still Harry.