We only watched season 1 because that's the one based on the original Lonesome Dove book. They make some changes, but generally only one that makes the show easier to follow. I'd highly recommend anyone to watch it. If you stick with only season 1 it tells a complete story and it's not too long of a commitment. It has everything.
RIP Duvall. You've had many roles, but this is the one I'll remember you for.
The audiobook is great, but the sound quality for the first few chapters wasn't the best. That gets fixed though. If they ever do a "full cast" audiobook for this one I would definitely buy it.