I couldn't connect with Mad Men. I tried twice, but gave up after 2 seasons. Donald Draper is an intriguing character but the pace which with the show explores him just didn't work for me (and I wasn't really into all the other characters).

For me, Rescue Me and Breaking Bad are the 2 examples I'd give that are up there, in quality, with The Sopranos but in their own ways. Still, Tony and his bunch hit different to this day.