I think Episode 3 would have greatly benefitted from going at a slightly slower pace, it felt like everything happened to quickly. But I still think it was pretty great, it had some pretty great moments.
Though I have been thinking about the lack of a goal and I think that I've realized why I get that feeling. Of course, first off let me warn that I'll speak about spoilers for the entire season so far. Anyway, I feel that the ultimate goal is not really lost, it's just been greatly obscure due to the more important situations that keep coming up. These situations have to be dealt with before anything can be done.
This paragraph is full of spoilers. The ultimate goal will be, I believe, going to Wellington, since I believe that's where Christa mentions they're going in Ep1 and Kenny mentions it in Ep2. The reason for going to Wellington seems to be that they want to take advantage of the intense winter since it seems to slow down the walkers but there's also fresh water (apparently) and it's safe (supposedly). The preview we get of Ep5 shows a corpse covered in snow, which means that they might make their goal of reaching Wellington by winter. Of course, so far they got sidetracked. In Ep1, we deal with the getting separated from Christa, meeting the new group and Clem's (dog) bite. In Ep2, they meet Kenny's group and were trying to run from Carver (but failed). In Ep3, they had to escape Carver's camp. Hopefully in Ep4 and Ep5, they will focus more on going to Wellington. I feel that they might reach Wellington by the end of Ep4, based on the preview of Ep5.
So yeah, it seems like it's not definitely aimless once you give it some more thought (it's easy to forget things that are said between episode releases). The goal is just obscured since Kenny isn't constantly saying "BUT LEE, MUH BOAT!" every few minutes like in Season 1.
Also, this is part of why I like getting these early, I actually enjoy the wait and speculation between episodes.