My recommendations:
- Sopranos.
- Boardwalk Empire (similar to the Sopranos, but it takes place with 1920s bootleggers instead of 2000s New Jersey mobsters. GREAT script. Many people who like the Sopranos also love this one.)
- Secret Army. It's an old show from the BBC; I think it was on from 1977 to 1980 or something. It's set in WWII in Nazi-occupied Belgium, and it's about a group that helps crashed Allied airmen get back to their countries so they can fly again and continue fighting the war. It's mainly centered on two characters: this man who manages the escape line (and owns the restaurant that serves as their base of operations) and a German Gestapo officer who was personally sent by Hitler to break up the evasion lines in Belgium. The plot is mainly about the evasion lines trying to save as many pilots as possible and avoid getting busted by the Germans, but there are also a lot of sub-plots about their interaction with resistance groups (which they distance themselves from) relationships of individual characters, etc. I'd highly recommend this one. It's kind of a bummer that it was only 3 seasons, but they managed to conclude the series in a satisfactory way.