I'd say:
* Lost (and I'am suprised that nobody mentioned it so far!)
Probably the most important show of the decade, Lost delivered everything I want from a TV Series:
Strong Characters, an enticing Storyline and a great atmosphere of mystery. Unfortunately lacked in solving all its mysteries and has an ending that does not do this great show any justice...
* House M.D.
Took all Hospital based shows and turned them upside down: instead of a largely soap-opera-like approach (like e.g. in Emergency Room) House turned diseases into a crime show with every episode finding the culprit of the steadily declining health of a patient. And it has House - one of the most interesting and engaging characters in recent TV history.
* The Wire
Up until now I've only seen the first season, but - hell - I would be damned if I didn't enjoy it: Probably the series with the most realistic portrayal of people and crime investigation I've seen so far. Very gritty and realistic in its looks and imo lacking in its storyline, this show is a purely cerebral matter: the extreme realism that this show displays is nothing short of a bitter social criticism and art in its own right. Highly recommended.
* Dexter
Dexter is the House of crime shows: Instead of taking the usual formula this show takes it and turns it upside down. The protagonist is a serial killer who works for the police and struggles with his nature. What makes this show so special is that it succeeds in portraying Dexter as a character, shows his emotional turmoil and development without getting any less exciting through the first two seasons.
A great storyline accompanied by a great character.