I watched the first 8 episodes of the anime and was kinda disappointed... Not because of the content, but due to the strong episodic nature... Which is still an understatement. I checked out some of the later episodes and there is just NO development at all...
Golgo 13 doesn't change in his behaviour nor his skills. He seems to be a fixed point in time ;)

So you really have to enjoy it that way. Every episode is a case and the point of view is alternating between Golgo 13 himself, the victim, a policeman or some other person involved in it.
But without any character or story development the cases didn't have enough to keep me watching.