Was just going to mention this, didn't know if anyone had. Though to be fair, I'm not sure if I'd want to get into it knowing full well the entire series ended on a cliff hanger. Deadwood, save for the Sopranos, was the greatest television show to ever exist. The wide array of interesting characters is comparable to no other show, you just kept coming back for more, and it wasn't particularly gripping or shocking in any manner, it was just great tv.
Also:
Carnivale. Beware, like Deadwood, it has no ending, though doesn't leave you on a cliffhanger.
Rome. First season was great, second was eh.