Deadwood is one of the best shows that HBO has ever produced, and easily one of the best shows ever created, in my opinion. The story of the outlaw town on South Dakota (North? I can't remember) is so full of rich and interesting characters, some of which existed in real like (Calamity Jane, Wild Bill, Al Swearengen) and certainly others who didn't exist, but who are really interesting and compelling characters, nonetheless.
Highly recommended, and on Blu-ray if possible. The features included are fantastic!