There is a prequel series concerning two characters who have not yet shown up in Season one. That's going into Season 4 (premiers tonight).

For season 2, I would suggest you pay attention to the titles of the episodes with a cold open on a black and white scene. They form a hint about where it is going. Beyond that, I would say it is not going along any trajectory the first season might have indicated. That season was cut short by the writers' strike, and they rewrote the ending (which included plans to kill off Jesse) and changed the character arcs and who was supposed to be the big antagonists going forward. It's pretty awesome.