Minder, Life On Mars, Ashes To Ashes.
Person of Interest for the first two years.
I also loved Deadwood. It needed another season.
Justified was very good for three seasons.
The Shield was very good for two or three seasons.
The Corner.
The Wire.
It seems that all of the modern shows have to top themselves every season. Pretty soon the plots get stupid.
Perry Mason was good every week for many years.