Carnivale. You have to really dig through the archives of ancient HBO cancelled shows to have even heard of it. Its set during the 1930s and its about this boy who has healing powers that he doesn't want anyone to know about. He ends up joining a travelling circus to blend in. His story is told parallel to a minister who is experiencing visions and believes he has an extraordinary destiny-- he does.
What I like about this series is that it is extremely original. There is a mythology within this world that is not like anything I have heard of before. I won't give the specifics away but there are multiple people in the series with powers and everyone has a role assigned to them that they may or may not be aware of. The characters in the world are playing a sort of game of chess. I don't really have a word for it other than its really different. Its a slower-paced story where many things don't become clear until the end, and either you are going to love it or hate it. There's no real middle ground for Carnivale. If you like the Dark Tower BOOKS or Neil Gaiman then it might be something you could get into.
It's the series that got me into learning how to read Tarot cards and it has possibly my all time favorite character from fantasy Justin Crowe. It has a gorgeous and chilling soundtrack, great opening theme and it looks very realistic and gritty in production values and is well-acted.
As mentioned Carnivale is the all the time show for me, but if I'm allowed honorable mentions then I would put Game of Thrones and The Last Kingdom on my list respectively as #2 and 3.
Game of Thrones had a 95% great cast, so many colorful ammoral characters to choose from and good plot twists. Its gets a little cheesy with shock value gore and sex at times, but overall I liked the first 4 seasons a lot. Those are the only ones I watch and rewatch though, the 5th season is just alright to me and the sixth season was so bad I quit midway, went back to the books and never looked back on the TV show. But it was still fun while it lasted.
My third favorite TV series is The Last Kingdom. It could rise to the top of the list one day. I think its perfect in every way. I love history, and this is a period of time that we don't make as many films, tv shows or novels about. In any case its production design looks very authentic, none of that Merlin or Tudors stylized stuff with characters wearing unrealistic fashion. Every single actor in it is good, and I love the main character Uhtred. I'm just waiting a while before I crown this series my fav because I've only seen the first season. I hope they keep up the good work, it has tons of potential.