Having watched Wu Xin: The Monster Killer 1 to 3, I find the first one to be the best in terms of the supernatural elements. There is a clear villain from the start, but there are interesting revelations about the villain as the story unfolds. The character relationships are nicely developed, particularly with the friendship between Wu Xin/Yue Ya and Gu Xuan Wu.

This series has the ingredients that make a successful series, from an well developed story with intriguing supernatural elements to interesting characters and relationships. It also has romance though the ending isn't exactly satisfactory. Another weakness is the somewhat hurried and sudden introduction of another couple of characters towards the end of the series (who feature more prominently in Seasons 2 and 3). Nevertheless, the weaknesses do not mar the series. The theme songs are also moving and evoke the right mood for the story though I'm not sure why the theme song is changed after a few episodes. It comes as no surprise, then, that it has spawned two sequels.