Sopranos is a far greater series than BB IMO. I have seen Sopranos 5 times through and currently on my 6th - never get bored, love lots of the characters and sometimes pick up on stuff I didn't before.
BB was a very good quality show, there's no doubt but I felt like the direction and how it looked sometimes put it at the top rather than the writing or characters at times. I wouldn't revisit it.
GOT is different all together as it's based on books for the majority but the first 4-5 series are as good as anything you'll see.
My list is probably:
1) Sopranos
2) Six Feet Under
3) GOT
4) BB
Couldn't get in to The Wire or Mad Men.
There's been other great shows I've watched but can't think of one that would break into my top 5 above others so I'll leave it there.