DEADWOOD. It is better than the Sopranos or anything for that matter.
This. Deadwood was the the greatest show HBO ever produced, it will always leave you wanting more. The Wire and Broadwalk Empire(if it continues at current standard) will be vying for second and third spots. As mentioned, the Soprano's loses some steam about 2/3 of the way through the series.
If you're in the US, Deadwood will probably cycle around on HBO Zone a few more times in the next few weeks, it takes about a month and a quarter to view the whole series that way.
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Long version of one of the most realistic fight scenes I've ever seen filmed(actual fight starts about 3:15 or so in).