Mad Men is a great show. The one caveat I'll mention is start from the beginning, and try and watch them in a block. The show is very serialized, and not one that you can just jump into and understand. I hated it for a few years, and then one day I was sick, and netflixed the entire first season, and it changed my whole view of it. One of my favorites, well worth the praise it receives.
Breaking Bad was good, but felt some seasons were better than others.
I think both have more resonance and significance because they were more original ideas. The Walking Dead is a very good show, but it's just a standard dystopian zombie epic whose idea goes all the way back to Romero.