If you like layers then you'd love The Wire - it's a masterpiece of multi-layered storytelling and a great commentary on American society. It can be a bit difficult to follow some of the dialogue though! Dominic West's American accent is also excruciatingly bad.
Having watched all of Breaking Bad so far within the space of a year, what stands out is the way that they've deliberately drawn the tone of the whole piece further and further into darkness. A lot of people say that they can't cope with watching it as it's just too intense. I didn't find it that bad myself until the first half of season 5, which was unrelenting in its tension - and the final scene aired last year was tantalising. It's brilliant storytelling and masterfully acted. I can't wait for the last eight episodes to appear in July(?).
Thanks Joe - yes I have a friend who has all the wire on dvd, where you can use subtitles apparently! But at present it takes me all my time to keep up to date with stuff on my sky+ box so no time for box sets. One day though....
And yes re BB I found it very difficult to watch but also compelling. So I was rather relieved that they stopped showing it on tv, though just discovered that same friend has all the dvds.