I'm onto season 6, and I've noticed that the tone has been getting noticeably darker and darker.
Things were pretty light hearted in seasons 1-4 but things start getting nasty part way through season 5, and continued through season 6.
I will say this, that Donovan was good in the heavy emotional scenes as well as the lighter ones.
As for the burn conspiracy - yeah there's a lot of bait and switch, but I would say its better than the Blacklist which introduces a new MacGuffin every season that only ever leads to more questions. 8 seasons and we still don't know who Red really is, come on that's just ridiculous.
It was difficult to keep track of exactly who burned Michael and why - I think ultimately it was Anson Fullerton, who ran a shadow version of the CIA ( of course the question there is "why?",) but then there was Mike's old CIA trainer behind that.....it does get confusing.
The other thing I found a little strange was that Mike was obsessed with getting his old life back - but realistically that was never going to happen, and it was obvious that his new life actually involved doing lots of real good for people, the show keeps pointing this out via all the other characters, but the writers keep Mike dangling...which is kind of frustrating.
Still, a really good show- I've got half of season 6 and season 7 to go.