Looks like the show did well it's first night:

TNT Full of 'Grace' - Premiere draws big ratings behind 'Closer' - Zap2it

"TNT was on the side of the angels Monday night, drawing big ratings for the premiere of "Saving Grace."

The show, which stars Oscar winner Holly Hunter as a fast-living Oklahoma City cop, drew 6.4 million viewers for its premiere. That's the biggest audience for a cable series premiere this year, and in numbers of households, it's third all-time for a series debut on ad-supported cable, trailing only the premieres of "The Closer" in 2005 and USA's "The 4400" in 2004."