My list is shows that somehow move me and make me feel things/think about things. Or shows that I will always want to watch again. But to do that, it has to have a great ending. If somehow the last season was subpar and didn't have a great ending, the rest of the show is ruined (which is why Games of Thrones is not on this list).

Six Feet Under
Mad Men
The Sopranos
Downton Abbey
The Crown
Gilmore Girls
The Marvelous Mrs. Maisel
Succession
Dark (German TV Show)
The Gilded Age

Once you ask for comedies, the list will be much, much harder to produce.