I've really gotten into a couple of FX shows lately.
On the comedy side, there is It's Always Sunny in Philadelphia. The story goes that these three guys from Philly shot a pilot video for $300 and FX bought it, and now they write and star in a show. Philadelphia is kind of like Seinfeld if it were younger and edgier. Practically every episode centers on a hot button topic that's calculated to offend.
Yet the series is clever and tonally sharp enough that it never feels like shock value is all it has going for it. The characters are uniformly amoral monsters, yet they manage to convincingly rationalize their behavior in ways that are logical, if hilariously wrong. On top of that, the performances are great and every episode has a few subtly timed reactions that are worth re-watching with TiVo.
I've also really gotten hooked on The Shield. Sure, it's gritty and dark, but while the drama is intense, it's never heavy. The show is brash, energetic, surprisingly fun and often darkly comic. Characters are complex; not wholly good nor wholly bad, yet still believable as individuals, as opposed to characters who are just arbitrarily good one moment and arbitrarily bad the next, as in the faux-complex Crash.
I am now one DVD into the second season. I rented the first season in a streak, picking up the next disc every time I returned one (and I don't have NetFlix). It's that good.