Regarding the Wire, I've watched the series three times now and I'm still not sure the first episode is a good hook, or I even started to get hooked. What was a big surprise to me the third time through is how I still get transfixed on season 4.
One case where I was hooked by the third episode but ultimately gave up on is Orange is the New Black. I found most of the first season fairly compelling, but by the end, it was apparent the show was going down a road that I wasn't interested in. I would have preferred to keep the series relatively realistic, run a season or two in prison and then focus the end on the transition back. Instead, they kept the main character in prison, seemingly indefinitely, and started putting a lot more focus on the other characters. I skipped around season three a little bit and was deeply disappointed at how it treated meaty topics like private prison profiteering so flippantly. I suppose The Wire did set the bar unreasonably high for dealing with those sorts of topics.
There are many other shows which I don't have high hopes for but start watching just because they're on. For those I won't give it the full season but I also don't judge just by the first few eps either. These are the sorts of shows that often don't make it past a season or two anyways so it's a bit academic :)
I like OitNB but have the same issues you state. It's a fine show but not great by any means. The sort of show I put on while I'm reading blogs and such.
The Wire is the only show coming to mind where I was completely sold by he first ep.