Season 3 is also my least favorite. It's just too damn depressing- which I know, I know, might sound a bit silly considering that the later seasons are hardly exercises in joy...but those at least made it *seem* like there was hope. Season 3 (and maybe this is because I saw it after getting hooked on season 4) seemed a little bleak. It seemed like it was saying there were only a few ways for it to go, and they'd all suck.
But as I said, maybe this is my love for season 4 coloring things. I mean, how awesome was Castiel in the beginning of season 4, and there was all that "good things do happen," even if it all later went to shit. And even there, there was Cas switching sides and (going into season 5) the hint that God himself brought Cas back and saved the boys... Perhaps I'm just an optimist, so when I don't know for sure it's all going to end badly, I tend to take a rosier view.
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But as I said, maybe this is my love for season 4 coloring things. I mean, how awesome was Castiel in the beginning of season 4, and there was all that "good things do happen," even if it all later went to shit. And even there, there was Cas switching sides and (going into season 5) the hint that God himself brought Cas back and saved the boys... Perhaps I'm just an optimist, so when I don't know for sure it's all going to end badly, I tend to take a rosier view.