I love game of thrones but not having a show with the line "you want the good girl, but you need the bad pussy" being tied with the Sopranos!!
I love both shows but it is always easier to make a show, I presume, that has a very small scale all things considered. Same with Oz really, which I also loved. It's like a smallish closed system, everything goes on in there, and you should be fine. So Sopranos, in many ways, isn't any different to many of your family shows where there are 5-6 major characters and another 10 side characters.
To borrow Lobo's phrase, GoT is on another stratosphere in terms of complexity and scale. So let's give the directors of GoT a bit of credit, people who made Sopranos would have struggled with GoT like universe, too. And I did criticize GoT myself for being choppy at times, like 2 minutes of Arya, 4 minutes of Sansa, 6 minutes of Joffrey etc. But I realize that the makers have to push all those lines forward.
Sopranos? There is just one storyline that occasionally becomes 2-3 and then comes back to being one.