I am interested in this show, but before I buy the full season; is there anywhere I can legally see the first episode to see if I will be interested in it or not. I have considered maybe iTunes(not sure if they carry it) but usually it's about $3.00 per episode.
None of the websites mentioned here are legal (apparently most people ignored that part of your question), thus why they keep getting shut down and starting back up, or else only post links with disclaimers that they 'aren't responsible for linked content'. You likely won't find any episodes for free legally, since HBO is a premium network, but if you browse around the legal digital download sites that offer TV shows for downloadable sale, you should be able to find a reasonable price you can live with. Though I can tell you now, I have the first season, and so far I've gotten eight completely different people with drastically different tastes in TV completely hooked, and not a single person I've seen watch it has disliked this show. With how reasonable the price is for the first season now, you're likely better off just buying it. If by some chance you don't like it, I guarantee there'll be no shortage of people willing to take it off your hands for about what you paid for it new, and you can chalk up any slight shortrage there may be to a very reasonable rental fee (since if you rented the discs somewhere it'd cost you a lot more). I've gotten offers for my set, and I'm not even selling. If I had said I was, I'm sure I'd get a lot more people offering to buy it.
Yes, you can watch season one for free. It's called the library. I checked out season one from my library and paid nothing to watch it. But, that will depend on how big/updated your library is. My library, Santa Clara County Library, is rated number one in the country. I consider myself very lucky to have a fantastic library. The link below will show you just how popular this series is. The library owns 25 copies and their is a waiting list of 148 people. Check the web for your closes library and see if they have it. If they don't have it, put in a "suggestion" for them to purchase it. Anyone else reading this post can do the same for the library nearest you.