Check out Underbelly... is an Australian TV show based on real events has 3 seasons and 3 feature length stories that followed the 3rd season! This is one of my favorite tvs of all time!
http://www.tv.com/shows/underbelly/
Game of Thrones was a little slow but they have so many characters and places in the story it took time to build them out but can't wait for season 2 to start next year.
Person of Interest/Alphas are not great but i have never been a big fan of shows that have a new story for every episode! Homeland has been good so far and i just finished Falling Skies which although it started slow i really got into it. Terra Nova is a bit weird as its like lost and Jurassic park mashed together but am hoping the stories pick up now after a good episode over the thanks giving break.
If you wanted to check out some past shows try:
The Wire
The Shield
Band of Brothers
Rome
Spartacus Blood and Sand/Gods of the Arena
The Event
Jericho
The 4400