I’ll second ‘Deadwood’, although it’s another one of those that finishes suddenly and too early. Oh and ‘Our Friends in the North’, which I’d never seen until last year and I was blown away (only one short series though of course).
A couple of outliers for you, from someone who’s a sucker for American teen dramas (which might not be your cup of tea): ‘My So-Called Life’, which we re-watched again recently and I was relieved to find it was as good as I remembered. Only one series and there’s at least one obviously overly-mawkish episode, but great stuff.
And then ‘Felicity‘. It’s preposterous in that it’s about beautiful kids at college in New York in a vast apartment, and it has a tendency to overly-sincere soul-searching that may have the less tolerant throwing things at the TV. But it’s a lot of fun and at a certain point it gets suddenly so bizarre that you can’t quite believe what they’ve done.