I haven't watched episode 3 yet, it's just sitting idle on my computer waiting to be viewed. From what one of my friends told me, this is where the series started to get good for him. He wasn't terribly impressed by the first two episodes, but the found episode 3 to be the best.
So there are only going to be six episodes of this series correct?
Oh yeah, and over at his official site, Ricky has posted some preliminary sketches of his character for the simpsons episode which he was a guest star on.
http://www.rickygervais.com/simpsons.php