I'm always surprised to see people respond disappointingly if a new series they're watching turns out to be a villain of the week series.

Don't get me wrong, I understand that people want to see some story development overall, but that usually happens anyway, albeit a bit slower.

Personally, I like watching an episode that is fun to watch on its own. Some of my favorite series are Stargate SG-1 (planet of the week), Supernatural (monster of the week) and Star Trek TNG (encounter of the week). All these shows consist mostly of seperate stories, sometimes spanning two or more episodes, but mostly with a wrapped up story at the end. (There are some seasons that change this format, like later seasons in Supernatural or Stargate concerning the Leviathans or the Ori respectively)

So, what I'm looking for in this discussion is:

Why do you dislike villain of the week shows? Or if you don't: Why do you like them?