Battlestar Galactica (the reboot, not the original): Showed that gritty, dark science fiction can be done well as a serious drama on TV. Yeah, the ending sucked. But that can't take away from the rest of the series.
New BSG is, bar none, my favorite tv series ever. I don't even think the ending is terrible. I mean it's absurd from a 'this is what a group of people in this situation would actually do' PoV, but I honestly can't think of a better way they could have neatly tied the show up. And it's got emotion. Oh, the emotional
power! I think other BSG fans know which scene I mean.

Oh, and the music! My forum handle is one of the songs that Bear McCreary wrote for the series.
Anyhow, the rest of my list:
2. Game of Thrones Not as good as the books, but I still can't wait to get caught up on this one.
3. Dexter I thought the show's premise was so ridiculous when it first aired that I made no attempt to watch it for years. But after getting a recommendation from my mother of all people, and then giving it a try I was instantly hooked. It
does get pretty silly in places; I'm sure that any trained psychologists who watch the show can't help but roll their eyes, but oh man, is this show full of gritty interesting questions!
4. Friends There are other sitcoms I thought about putting here --
Frazier and
Seinfeld come to mind -- but Friends remains my #1 source of weird-shit-I-have-to-stop-myself-from-blurting-out-at-odd-times.
5. Psycho Pass Again, there are a few animes I thought of putting here, all of them dark.
Deathnote and
Darker Than Black come to mind. But I think Psycho Pass is the best; it's reasonably fast-paced, not too much fan service, and it's gritty and dark without expressing hopelessness. The first and last scenes of season 1 are priceless mirror images of each other.
Honorable Mention: 30 Rock and
Parks and Rec both made me incredibly uncomfortable for 2-3 episodes each, but when I got over it...well, pure hilarity ensued.