Most of my favorite shows have already been mentioned, but I will add the rest I can think of, many of which or very few seaons (or only one) due being pretty new or to being cancelled for lack of ratings (mostly due to poor marketing).
Homeland (Showtime) -brand new
Justified (FX)
Brotherhood (Showtime)
Terriers (FX)
Lights Out (FX)
The Life and Times of Tim (HBO)
Sleeper Cell: American Terror (Showtime)
Damages (FX)
Testees (FX)
Party Down (Starz)
Psych (USA)
Epitafios (HBO Latino if you do not mind subtitles and it may be very hard to find esp season 2, pm me if anyone wants it)
Big Love (HBO)
Planet Earth and Life (BBC David Attenborough narrated versions)
The Borgias (Showtime)
Rake (Australian)
How to Make it in America (HBO)
Wilfred (FX)
Treme (HBO)