Yes, it's absolutely fantastic. Although, as you say, dreadfully marketed: the nadir was a joint trailer for the second season and Dollhouse which actually said something along the lines of "Summer Glau and Eliza Dushku just how you want them!".

Saying Sarah is stone cold in the films is over-simplifying quite a lot. I would definitely suggest seeing the first two films (the third is bad and outright misogynistic, and I didn't bother with the fourth). In the first film she's more or less an everywoman "final girl", and the two films together show her developing into the character she is in the TV series. She is very cold in the second film, but the plot of the film has her moving away from that.

I was going to say more, but then I realised it would be spoilery for the second season. Suffice to say the second season introduces other very interesting female characters...