Sopranos is the best show ever.
Big Love was slow to build, but by the end of the first season I was hooked and can't wait for the new episodes.
Lucky Louie, Entourage, and Cathouse are other interesting shows on HBO. Since they're going to be hosting a few UFC fight cards this year HBO has become my favorite station! (Airing UFC is why Spike has "saved television" for me heh heh

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HBO's programs, specials and movies are mostly in stunning HD quality now too.
The Office is the second best show.