I love this show, red_mark - wasn't incredibly popular over here I don't think but Gabriel Byrne is absolutely amazing, as is Dianne Wiest as his therapist. I don't believe Byrne has won an Emmy but he certainly deserves one considering each show is basically a two-person, one-act play. He's on screen constantly with a ton of dialogue to deal with.
A couple of the characters over the two series have been downright annoying but you get drawn into their stories regardless. The show requires patience but it's well worth it.
Be warned that it can easily eat up a chunk of your time once you get hooked! As you say, each night features a different patient, with him playing patient on Fridays. So 2.5 hours per week over 7 weeks. It adds up! But really satisfying viewing (even when you want to throttle some of the folks on the couch).