I've never actually watched The Shield to be honest. I think I might like it if it ever hits Hulu.
The question's a tough one since my preferences change really quickly. If I had to compile a list, I'd narrow it down to:
Eureka: Consistently funny and consistently interesting. Somewhat formulaic, but always entertaining.
Firefly: Yeah...
Burn Notice: The writers are genius. I'm always surprised by some of the awesome situations they can come up with.
Add Babylon 5 (aside from the stuff the scheduling issues caused, i.e. the whole last season)
Stargate SG-1 (These are both examples of Sci-fi done RIGHT)
Leverage (I can't help but laugh at the ridiculousness, but I feel that the later seasons have gotten a bit stale)