I saw the first 3 seasons of LHOTP....and enjoyed every second of it. And like you I saw none of them when they originally aired.
I thought Mrs. Olsen and Nellie were two of the best characters in the history of TV.
Despicable, to be sure... but so much fun to watch.
Not sure why I didn't continue with season 4. I did try to watch one episode that was towards the end of the series but there were so many new characters and it just didn't seem the same to me. You're doing it right, I think, in going chronologically.
I have, however, always wanted to see the final episode, which I have not as yet. But I've read so much about it that it almost feels like I did see it. - JamesJM