The Wire.
Hands down. It is the greatest tv show of all-time. It is mature, intelligent, realistic (without sacrificing story or tension), and has some of the best characters and dialogue to ever be created for television.
Also, it's best to watch shows that are completed, so as not to waste endless hours watching season upon season of a show that is eventually cancelled before being wrapped-up or destroyed creatively by focus groups or exiting talent.
You can wait for Breaking Bad and Game of Thrones and Homeland and Boardwalk Empire. Breaking Bad is wrapping up soon, and then you can watch the entire show straight through. It's pretty good. Homeland has two good seasons, but it is getting a bit over-the-top and silly, and who knows where it will go in season 3.
Sons of Anarchy (which I just gave up on!) and Dexter (which my wife likes) are too soap opera-y. If you like unrealistic shows with silly, cartoonish amounts of violence and corny love stories, then you can start one of those. But, they're more campy than they are good.
The only show I currently watch live (as in each week) is The Walking Dead, and as silly as it has gotten, I still love zombies and apocalypses.