The more I reflect on things (and I haven't not thought about Twin Peaks S3 in some way since the day I finished it), S1 & 2 feel like a mere warm-up act for FWWM and S3. I guess I just didn't get into the quirky townspeople and their little substories as much as a lot of fans.
Absolutely, I couldn't agree more. In hindsight it seems obvious that Lynch had a bit of an outline for what Twin Peaks was meant to contain (even if he wasn't sure, artistically, of how he was going to get to those places. But there's absolute no other way to explain why FWWM even exists). He literally went on Leno and Letterman back in the day to beg the network to give the show a chance. At the same time, while it has been oft-stated by Lynch in one way or another over the years that the question of "who killed Laura Palmer" was never meant to be the core of the show, I can't blame the general American public and the network for getting too caught up in that part of the story. But FWWM and S3 definitely assert a different and deeper core story and the fact that it took 25 years to get to be done made it all the more impactful for me.