JeffTilley
If you want to watch Sons of Anarchy, prepare yourself. It is probably the most intense show I've ever watched. I sweated my way through a great majority of the episodes.
As far as older HBO shows go, Sopranos is great, but I have always been partial towards The Wire. TW was rated as the best written show of all time on a couple lists. It's a little dated, but still holds up. Love that show.