Mad Men (AMC)
It looks like the new season won't be starting until next spring

, but previous seasons are out on DVD. You have to start at the beginning anyway otherwise none of the long story arcs would make sense.
Homicide: Life On The Street (NBC)
An oldie but very goodie, for my money still the best cop show ever. Not as great at the end as for the rest of its run, especially after Andre Braugher left - but still awesome overall.
The Big Bang Theory (CBS)
Current season running right now, previous seasons on DVD. Sitcom about two über-nerds and their friends. Not much of a description but I've laughed as hard at this show as at anything I've ever seen, and Jim Parsons just won a well-deserved Emmy for playing Dr. Sheldon Cooper, who really...
must be seen to be believed.