I don't agree. Sopranos was excellent through its third season. Then I think it began being very self conscious, more about 'itself' than about the characters and stories. Lots of shoehorning literary references so that people have something to talk about at the water cooler monday morning. Still, it's an ok show - I just wish it didn't lose its shine.
On the other hand, 'The Shield' is at the end of its fifth season and hasn't lost a bit of its shine. It's not self conscious at all, and as compelling as it ever was. That's the best show on tv. :-)
There is no series which has ever had better writing than the Sopranos. It is superb.
I agree with you totally in regards to the The Shield. That is one well written program, best police drama on TV.