For the last two years, ABC has run two Marvel universe shows in the same time slot. Agents of SHIELD runs in the fall and spring, and Agent Carter fills in the winter weeks. I've enjoyed the show, and would like to see it continue, though its future is in doubt.
Captain America movie, starting in 1946. The title character is the same Peggy Carter from the movie, now working in an American agency called the Strategic Scientific Reserve (SSR). There are quite a few tie-ins to the rest of the Marvel Cinematic Universe (MCU), such as the appearances of Howard Stark and his butler Edwin Jarvis. A sample of Captain America's blood makes an appearance, and the "zero matter" used in season two has ties to the upcoming Doctor Strange movie as well as Agents of SHIELD.
Since Agent Carter takes place back in the 1940s, the setting is interesting in its own right. I'm not expert so I don't know exactly how historically accurate it all is, but nothing jumps out at me as being too far out of place. (Other than all the comic-book villains and super-weapons, of course.) The setting plays into the writing, in situations such as Carter's stay in a women's boarding house and an investigation into a Nazi-Soviet incident from the war.
A large part of the appeal of Agent Carter is the job done by Haley Atwell as Carter and James D'Arcy as Jarvis. They spend a lot of screen time together, as Carter is going about her investigations and Jarvis assists her. The strong agent towing along a rather timid butler setup works nicely, and the friendship that develops between them is portrayed extremely well.
One of the major themes in Agent Carter is the effort that Carter has to put into being treated equally to the male agents. She's constantly having to go around the system in order to pursue her case, and having to deal with co-workers who don't believe she can do the job. Of course, she also uses the tendency of opponents to underestimate a woman to her advantage. As the show moves along, other strong female characters are introduced, most notably two villains - Dottie Underwood in the first season, and Whitney Frost in season two. I think the writers have done a nice job keeping female characters in leading roles, while still working in the male-dominated 1940s setting.
The second season, which has just the finale left to go as I'm writing this, has a lighter feel than the first. There's still plenty of world-in-danger mystery and action, but also quite a few humorous moments and side jokes. The first season had that too, but it's more pronounced in the second. I enjoy both, though I think I prefer the slightly more serious tone of the first season.
The future of the show hasn't been officially determined yet, but the future is in doubt. Ratings have been down for season two, and Haley Atwell has been cast in another series. I think more Agent Carter would be fun, but regardless of what happens with the future, I've enjoyed the two seasons we have already.