Well, I'm not sure which is my favorite, but I have a few that I really love that I can list.
I own every single one of these on blu ray so far, and I rarely watch these on tv. I will wait a year for it to release on blu ray and watch all of them as fast as I choose.
Also, I hardly watch movies anymore, as tv shows are just so much more engaging to me, so here goes...
Sons of Anarchy
Supernatural(used to be good, the last few seasons have seriously been dragging on, just putting it here because seasons 1-5 were epic)
Not counting shows that have been cancelled. I'm obviously very into scifi/supernatural type shows, but I can certainly get into a more realistic show if the story is engaging.
Sons of Anarchy and Prison Break are some of the best shows out there IMO.