As with all the great shows, you need to watch Breaking Bad from the beginning.
It's between that and Mad Men for best show on TV right now.
If you like sci fi you can't go past the X-Files.
For normal stuff:
The Sopranos
The Wire
Oz
Deadwood
The Shield
Are a cut above the rest, though I could be forgetting something.
Other shows I like but don't really belong in that tier:
Odyssey 5
Rome
Sons of Anarchy
Californication (best dramedy out there)
Dexter
I'm about to rip into Six Feet Under which I'm hoping will join the top tier