Deadwood is the best show HBO has ever done - the writing is superb but what so impressive is the dialogue. It is lyrical and positively Shakespearean - I've never heard the C word used so splendidly. The monologues are riveting - seriously, go back to listen to Al hoot and swear and holler. Amazing. Deadwood was unfortunately canceled due to HBO's short sightedness but they did greenlight a movie which was also very, very good taken together with the work of the series (not really a stand alone movie though).
The Wire is the second-best thing that HBO has ever produced - listen take the pilot and the first two or three episodes and give it I chance, I know you'll be like WHAT is so good about this? But, trust me, binge a whole season. It's a rare show that is better with a second viewing. The characters arrive as they are for the entirety of the show in episode 1. You'll be like shit that's McNaulty..... It's an extremely slow burn and it drops your off right in the middle of it and expects you, the audience, to be able to keep up and pay attention. Little things pop out and then are never referenced again (in much less gotcha moments than the Sopranos for example).
Game of thrones, till season 5, was extremely good, tied with the two above. Thrones suffered when the dialogue was not ripped directly from the novels (forecasting the utter crash of quality of seasons 6+). Some Thrones scenes pop, others fizzle. The dialogue can be on the level of Deadwood or utterly pedestrian and juvenile.
The Wire and Deadwood stand above anything else HBO has produced, with the Sopranos probably coming a distant 3rd (contrary to the public, I loved the ending while not enjoying the last mega-season as much as the early ones). Boardwalk Empire had a GREAT pilot and was hitting its stride in season 2, then they killed of Jimmy, who was carrying the show. It never recovered. (I like Steve Buscemi but he was never interesting enough to carry the show as Nucky, the character never really popped.) I'll offer the Last of Us as a very good contender for number 4, and I think had one of the best first seasons of any HBO show with the exception of Deadwood and possibly Thrones (with its latter episodes becoming worse in quality, which do not bode well for season 2.....).