The Wire - Season 1

Excellent value.

The Wire is probably the best TV series you've never heard of. While its fellow HBO shows like Deadwood and the Sopranos have found huge audiences, and awards, this cop show set in Baltimore's underworld has been criminally ignored. But I would urge you to pick up this largely undiscovered gem now.
The plot, presented as a visual novel where every conversation and scene of every episode is critical to understanding what's going on, centres around a complex drug investigation. Over the course of the 12 episodes you get to a meet a host of gritty, realistic characters, both cops and crooks. None of them are typical of the crime genre, while the riveting plot keeps you guessing to the very end, something else which is pretty unique in this well-worn genre. If you enjoy quality, thought-provoking drama then I can't recommend The Wire enough.