The Wire - Series 1
This is simply the best new series available on DVD. It's so much more than a cop show. To begin with: there's only one case. The whole series is a really in-depth look at the way a detail of variously compromised cops puts together a case against local drug-dealers. Every single character in this show is fully fleshed out, from the could-be-stereotypical gangstas to the brilliant-but-misunderstood cop. It transcends every clichÃ© and is just completely compelling.