C3PX said:

Just out of curiousity, what are some examples of how Firefly doesn't connect properly?

I have only ever watched the episodes in the order in which they appear on the DVD, and other than all the loose plot threads that resulted from its being cancelled, the whole thing seemed to flow fairly smoothly.

They didn't connect on TV because Fox just showed the eps in whatever order they felt like, so when you watched the show, characters are referring to past events that haven't happened yet and supporting characters who died 3 weeks ago are showing up again like nothing happened. When you watch them in DVD order, everything makes sense because that's how they should have aired in the first place. Basic continuity logic that Fox either didn't know about or chose to ignore.