Rough list off the top of my head.
1. Mad Men.
Has the best performances ever put to TV, I also feel that the writers were a lot more ambitious and more well read in regards to some of the themes on the show. It kind of loses steam towards the end, they run out of things to do. Perhaps alluding to the inevitablity of McCann?
2. The Sopranos
Everything that can be said about this show has been said. The dream episodes are the best ones.
3. Peep Show
The show should have ended after season 4. Seasons 5-8 are still good, but Seasons 1-4 are the best comedy ever put on TV.
4. Freaks & Geeks
Based on Paul Feig's plans for season 2, perhaps it's best that it ended after 1 season. This show meant so much to me when I was 16.