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Jon Hamm, January Jones, Mad Men

Carin Baer/AMC

If you haven't seen Mad Men yet, you're missing out, because it's one of the wittiest and most interesting shows to grace TV in a long time. Think Deadwood but with better outfits and much better manners.

Created by The Sopranos scribe Matt Weiner, Mad Men is the story of advertising executive Don Draper. He has a picture-perfect wife and children at home, and he works at a Machiavellian agency cooking up slogans for Lucky Strike and Bethlehem Steel. We hit the Paley Center for Media Wednesday night to grill the cast about their complicated characters and to dig up a little scoop on the show.

Finale Fever:  First off, what can we expect from the season finale "The Wheel," airing this Thursday? The man in charge, Mad Men creator Matt Weiner, says, "The finale story will be a contained unit, but a lot of things come home to roost. Not everything is resolved, but debts are paid. But then again, I'm not a person who is giving you justice on TV. Don't watch my show for justice. Life's not fair." Duly noted.

Jon Hamm, Mad Men

AMC

Multitasking:  When asked whom that rake Don Draper really does love (among the many women in his life), Jon Hamm says, "That's a good question, and I wish I could definitively say one thing, but I think that is kind of the journey of the show, trying to figure out a lot of things about Don. Don's journey is trying to figure out where he is in his job and in his relationships, and where he is in the the history of the U.S. I wish there was one answer, and I think we've seen with the several women in his life that he's trying to cover something different with each one. He's maybe looking for one that covers all the bases, and maybe he hasn't found it yet." He's a tramp, but we love him.

January Jones, Mad Men

AMC

Freudian Slip?  Beauty January Jones, who plays frustrated housewife Betty Draper, says of her character's depression, "It's the struggle of being a housewife at that time—she doesn't really have a lot for herself. I think she's unhappy, and I think she's stuck. The psychiatry is something she wanted. She asked Don, but she's doing it because she wants to. But you'll find out in the later episodes that that gets a little weird." Hmmm...

Pete, Pete, Pete:  According to Vincent Kartheiser, his conniving, complicated character Pete Campbell won't get away with all of his bad deeds: "I think Pete will get what he deserves, but also I think his ambitions will come to fruition in certain ways, and I think the audience will be both pleased and saddened." Matt Weiner's take on the character is that Pete is likable and relatable in his own way. He says of Pete's troubles, "Most of the mistakes in life are made by men who think they're being charming."

John Slattery, Mad Men

AMC

Lies, All Lies:  Despite what you may have heard on the Internets, Matt Weiner tells me there were never any plans to kill off John Slattery's character, Roger Sterling, with a massive coronary. "No, that's absolutely not true. Slattery is completely safe. He's one of the most amazing things in the world, and I will tell you, in my career, I have enjoyed few things more than writing for John Slattery."

Christina Hendricks, Mad Men

AMC

Joan's No Saint:  As for the Roger-Joan affair, the divine Christina Hendricks tells us of her character, "Joan will never allow herself to fully fall in love with Roger Sterling. She knows from the beginning what she's getting into. I think they spend significant time together and are very intimate, but she protects her heart as much as she can—she's still a woman."

Working Girls:  Elisabeth Moss told us that Peggy's ambitions are very sincere, saying, "She loves what she does, and she loves the actual world of advertising, as opposed to a lot of the other women and men in the show." And Christina says, "Joan doesn't have any interest in succeeding in a man's world in 1960, but if she was in 2007, she'd probably be running the company." Damn straight.

Mad Men airs Thursdays at 9 p.m. on AMC.

—Reporting by Jennifer Godwin