Game of Thrones is good. One of the best. I like the way it describes how humans are terrible without masking it like almost everywhere else. But it is arguable to say that it is the best. That is, anyway, always subjective so it isn't worth arguing about.
To me, The Walking Dead is probably the best. It is the show that offered me high level of excitement, and similar to previous, it really shows what are people really capable of. Its flaw is maybe that it is trying to be too much politically correct to the point of being stupid sometimes, but I guess that things like that are influenced by some third parties so it is ok.
Vikings is a great show, I like the way how it presents the relations between people, love, hate, friendship and betrayal. It is based on historical figures and events, so it doesn't have as much freedom as GoT, but definitelly something I recommend to everybody to watch.
Person of Interest is a the most pleasant surprise I had when thinking about tv series. It starts slow, first season is mostly one episode - one criminal case solving, and that is maybe the reason why people don't continue watching. However, the way that part is realised is something new and mysterious. When season 2 starts, the real thing is there. Added depth, greater enemies, battling government and even more dangerous entities, unexpected situations, subtle humour, and most importantly, great excitement. I like how it expands some of the concepts from Prison Break (another great show) and shows how irrelevant one person is in the eyes of society, government and other powers. One episode from this tv show is probably the best episode from every tv show I ever watched. Anyways, if you look at IMDB (LINK: rating) for individual episodes, you will understand that this is not empty talk. Series is ending next week and that is sad.
If you ever wondered what kind of psychopath you are, watch Dexter. Hopefully, you are not entirely that kind 
Another tv show that exposes human cruelty in a brutal way is Hispania. Based on historical figures, it shows the everlasting brutality of stronger nations (in this case Romans) against weak ones (people from modern Spain and Portugal) and devotion that one can have to his family, friends and people.
Lost is the first show I watched because I wanted to do it and not because it was shown on television and I caught it without knowing about it previosly. I am glad I did it. If you like adventure and mistery, and you can forgive if later season(s) get worse because authors wanted to squeeze more money, watch it. You will never forget some of the characters from there.
To the people who like watching tv series I usually recommend many more, like those which I mentioned earliers and some from the oceanhawk's list and there are still few which are recommended to me so I will try to watch some of them when I get time for that.