Peter Suderman is sort of on the right track about why women love Don Draper. All the other males on the show are old-school men, and most television characters benefit from screenwriting and the absence of life's little indignities. But these others are not played by Jon Hamm. Women would love Jon Hamm if he was playing Stalin.
BTW, I haven't seen the Season 3 premiere yet so no spoilers in the comments, please.