I love TD s02, it's probably the best take on neo-noir I've seen in television. It's not perfect by any means; I think Rust's monologues made sense in s01 because they were an expression of his character, but when several characters in s02 got Rust-esque monologues it started to feel like an attribute of Pizzolatto's writing. But it's a great "urban" counterpart to the "rural" s01, exploring the same themes of insurmountable corruption in a different milieu. People gave it shit for being confusing when it first aired, but I think that was very much deliberate. True to the tradition of film noir, none of the characters have enough information to know what is going on and everyone is just fumbling around in this warren of institutional corruption. I didn't entirely make sense of the plot until my 2nd viewing.
For what it's worth, I'm ambivalent towards Vince Vaughn's dramatic turn; my enjoyment of the season does not hinge on that.