Warning- I haven't read the whole thread so forgive me if I say stuff that has been said before.
@Tigerlily has recommended this show to me several times. I tuned in for the first few shows of the first season and couldn't get into it then, so I didn't keep going. Just seemed kind of silly.. a ghostly rubber S&M suit? Really? Okay then.
Recently I read a thing about how the second season was not connected to the first but has many of the same actors in different roles. That kind of "rep company" setup intrigues me, so decided to give Season 2 a shot. It's pretty good, I must say. There's something inherently creepy about asylums. And Jessica Lange is pretty amazing. I especially loved the Name Game episode. Anyway, I went back and watched the rest of the first season too, once I got caught up on the current season and didn't want to wait a week for the next episode, and it did get better- the Violet/Tate storyline really was kind of captivating. And the girl who played Violet had such a sweet, child-like cry that every time she cried, I did too. Damn you, television!
Any guesses about season 3? Apparently there were clues in the Name Game episode. I did find it kind of jarring for Spock to say "We'll always have Paris" out of the blue and unconnected to anything I know of on the show, but then again it's supposed to be American Horror Story... so, Paris Texas? Prob. not.