Do not sleep on Boardwalk Empire.
I recently watched it with my wife.
The first season was acclaimed but then Game of Thrones stole the show for the rest.
The sets are fantastic, superb performances, and great writing.
Plenty of what makes good drama: choice and repression, classic themes, psychological themes, and so on.
It's not as great as the Sopranos, but it definitely holds a candle to it.