The Wire is truly amazing. It's nice to watch on DVD, so you can stop it and figure out what's going on. The show does not baby you; it has a large cast, and when they bring the characters back on, you need to remember who they are. It's powerful drama, and it shows that there's good and bad in all types of society.
Dexter is also really good. It's about a serial killer with a conscious. It's got some humor in it, some sadness, and not too much gore.
Deadwood I like to describe as the real wild west. It's raunchy, kind of gross at times, and makes you glad you live in civilization. But it's good.
For good shows that can be kind of silly, I like Chuck and Burn Notice. They're both spy shows that are silly, but they intend to not take themselves too seriously, especially Chuck.
One of my favorites is Veronica Mars. It's not really a teen show, even though it's about teens. It's more like Buffy w/out the vampires.
If you like sci-fi, Firefly and Farscape are both really good. Firefly is a mix of a western and sci-fi (strange, but it works). There's a lot of humor. Farscape is made by the Jim Henson company, and the puppetry is amazing. It's about an astronaut that gets sucked into a wormhole and ends up living on a living ship with all sorts of strange aliens. Despite the puppets, it's not a kid's show.
Oh, another good show is Arrested Development. It's a sit-com that is absolutely hilarious.
Just about all of these are over now (except Chuck and Burn Notice), but you can get them on DVD.