Before I retired, I used to use the episode 'D-Girl' to teach my A Level Religious Studies students about existentialism. It's the one where A.J. flirts with this philosophy. Atheism in its various manifestations (Hume, Bentham, Russell, Ayer, Dawkins, Hitchens et. al.) is central to most of the present courses these days.
Watched the whole series twice and still regard it with affection.
Lilyhammer (which is a sort of spin-off series) is also pretty good, though I have only seen Season 1 so far.
Not as good as The Wire, though (but then David Simon deserves some kind of Nobel Prize for his writing and TV work).
For anyone looking for crime drama of a similar calibre, the French series Spiral is worth investigating. All 8 seasons are remarkable. Might still be available to view for free on the BBC iPlayer.