Stick with "Mad Men". You'll be blown away by the Kodak pitch at the end of season 1.
I 2nd "Breaking Bad" and "Weeds" and "The Wire". All very good. "Weeds" has completely changed from its premise, but the characters are interesting. Seeing Andy Botwin (Justin Kirk) on "Modern Family" the other night threw me a bit.
"Treme" was very good, but you better like jazz.
For something lighter, try "Party Down". There's only 20 episodes, but it's pretty good. Also, "Californication" kept my interest.