My 2 favourite shows, I struggle to split them. Imo The Sopranos has the best character (Tony) but The Wire has more good characters overall. The Sopranos is probably funnier while The Wire is deeper. I could rewatch both of them over and over.
I've watched The Wire 3x from start to finish, and despite it holding up better than nearly any other drama, its documentary-adjacent format often takes away from its impact as a drama. The setting of The Wire is very broad, with multiple pro/antagonists in detached settings, which doesn't allow for as much character development or focus on the relationships between a central protagonist and the key people in their lives - work, family, and oneself. I was way more invested in Tony, his family, and his crew, than I ever was with any of the street crews or good PO-lice for this reason. The Wire had a lot of bad mofos who did detestable things, but they didn't hold a candle to how much I hated a little old lady in the first season of The Sopranos, because of the insidious nature of her relationship with her son.
While The Sopranos seems crass on the surface, there's miles of subtext that can be waded through, if willing. David Chase is an incredibly dedicated writer, who painstakingly provided thematic purpose to every detail (
https://sopranosautopsy.com), while still making the show extremely entertaining and accessible.
I'd still have The Wire above Breaking Bad, which had a dead season or two in it - probably should watch it again though. Justified is another good show, which follows a more "conventional" TV drama format, but the characters are fairly compelling and the plots have some well written twists.