1. Six Feet Under - 5 seasons, 2001-2005. Belongs to the rarest breed of TV shows: deeply moving but almost never sappy/sentimental. Explores how death affects the living in a thoughtful and sincere way. Amazing writing, directing, and acting. Lifelike, complex, dynamic characters. Realistic in a sincere way, not in a "Look how gritty and 'real' this is! Please give me an Emmy!" way. Each season has its unique strengths, but I think the best are S2 and S5.
2. Dexter - 8 seasons, 2006-2013. I'm only halfway through the 3rd season, but I love it so far. S2 was my favorite but S1 was excellent too.
3. Carnivale - 2 seasons, 2003-2005. Unfortunately, it was canceled after only 2 seasons, when the story was just getting started. Still, the fragment of the main story that's told there is worth watching.
4. Buffy the Vampire Slayer - 7 seasons, 1997-2003. Cheesy on the surface and surprisingly substantial underneath. Best things about it: 1) well-developed, complex characters, 2) lifelike continuity (never presses the "reset" button like a lot of TV shows). Favorite seasons: 5 and 6.
5. Strangers with Candy - 3 seasons, 1999-2000. Silly and cartoonish but thoroughly cynical. Features Amy Sedaris as a 46-year-old ex-convict who goes back to high school, and Stephen Colbert as her ornery history teacher. S3 is my favorite season.