There's no doubt that the best three of all time are, in this order; 1. The Sopranos. 2. Breaking Bad. 3. The Wire. NYPD Blue was the best of its genre (I hate that word but it fits there) but was subsequently outpaced by the top three.
The ones I tried to get in to but never could were (are - I'm still waiting for the second one of these to strike me as a good idea), Game of Thrones (abysmal) and Homeland. Our personal PNG, the odious Steven Graham wrecked Boardwalk Empire for us and we were enjoying it until he did the world's most stupid thing and ruined it for a sizeable number of righteous people.