I never really thought about it before, but I guess that we really didn't see a big bad in this season (minus W&H). I agree with some of the posters above me though, I kind of like that we didn't have to deal with a big bad in the first season. I think it gave the writer's a lot more time to focus on developing the characters a little and establish a storyline that continues through the series (whereas with Buffy, it was more of a "let's see who we have to beat this year" kind of approach).
I can see why they did it that way too, since Angel is a spinoff from BTVS. In order for the show to work they had to make it clearly different than BTVS from the start, and changing the basic formula for how a season went along was a great way to do that. It let them appeal to a new part of the fanbase and made a lot more sense given the setting of the show (since LA isn't a hellmouth, it wouldn't attract the same kind of big bads that Sunnydale would).