Comedy is pretty personal, but somehow drama is easier to recommend. Maybe I’m weird, but here’s where I stand–
Shows that I like:
Deadwood
Lost
Firefly
Sopranos
The Wire
Shows that I don’t like:
Battlestar Galactica
Fringe
NCIS
Any of the CSIs
Dollhouse
Shows that I think I might like, but haven’t seen:
Mad Men
Flash Forward
Monk?
Dexter
I feel like there are probably people with similar tastes as me.
I’ve been a big fan of Sons of Anarchy (by the creator of The Shield, which was an amazing drama). They recently finished up their 2nd season, but you could netflix the previous season and start to catch up! Fantastic, morally-challenged characters and a very intriguing plot.
I caught few episodes of Mad Men, and while I think it’s a great concept, great writing and great acting, it still doesn’t really float my boat. But I think I need to see a few more episodes before I write it off.
I’ll second SoA. Sopranos + Bikers + Hamlet (more so in season 1) = good. Although, I do have trouble taking the main character seriously at times - he just seems so pretty boy compared to the rest of the crew.
I’ll also throw in a vote for Sons of Anarchy for reasons already stated.
“The Shield” is great, but at first it feels like the poor mans “The Wire.” It gets better as it goes, with the last two episodes of season seven being some of the best television ever.
“Mad Men” is great. Matthew Weiner, one of the best writers from “The Sopranos,” is the head writer for the show.
If you liked Firefly then the next step is another Joss Whedon show. Either “Buffy the Vampire Slayer” or “Angel.” They’re not as bad as Dollhouse so don’t worry.
My favorite show right now is Breaking Bad. It’s about a chemistry teacher who finds out he’s dying from lung cancer and decides to start selling crystal meth. Two season’s have aired and the third one starts in March.
Based your (OP) list, I bet you would like Monk. Serious but not. Not as goofy as a comedy, but not as heavy as a L&O. Took me a while to make the leap, but once I did, I had to Netflix the earlier seasons I missed.
Just watch Supernatural.
It’s great. 
Mad Men. I scoffed at first, but I watched one episode and was just amazed that advertising men dressed in suits, in the early 60’s, sitting around an office, could be so mesmerizing. One either loves it or not… I’d kind of like to watch Breaking Bad, but the episode I saw made my hair stand on end, it may be a little too intense…And the late, lamented Carnivale from HBO - serious drama, mixed with dread, and not a little supernatural. Gorgeous to look at, too.
It really is. I don’t know if there’s a much there for straight guys as there is for the ladies (and homosexual men) - that show is wall-to-wall gorgeous guys. It’s also cleverly-written, fast-paced, and engaging.
I second all of these. Breaking Bad is fairly dripping with desperation, and Bryan Cranston is a genius–he can go from physical comedy to heartbreaking pathos in a matter of seconds.
And ditto on Supernatural. Fantastic show.
If you decide to try Supernatural, start at the beginning. You’ll better appreciate the show if you understand the mythos (is that the word?) and the ups and downs of Sam and Dean’s relationship. Don’t be like me, watching an episode here and there and wondering why Dean’s so broody and why Sam is constantly trying to prove himself. A DVD marathon is the way to go with this one.
Your list of favorites is the same as mine, so you might also like American Gothic. Definitely try Breaking Bad, Mad Men, Dexter, Carnivale (if you don’t mind a non-ending), and Rome.
I wonder if you would like Highlander. You can find it on DVD and the Google.
Many people tell me Flash Forward is an interesting one.
You and I would get along just fine watching TV together.
Has anybody said House yet?
Talking about Supernatural. I’m a straight man and have not even given a thought to the “hunks” of the show. It’s just funny, brilliant, entertaining, well acted, and an all around great show.
Another recommendation for The Sheild. As weird as it sounds, the first season might be the weakest (though still full on intense), but it’s so important to the whole series down to the final episode.
My wife and I love “I Shouldn’t Be Alive” on Animal Planet. It makes my gut churn, the way a hike or a boating trip or some other excursion falls apart and has the participants facing death. And then how they overcame it. And the stories are true, which makes it more compelling.
We also very much like “Mystery Diagnosis” on Discovery Health Channel. It’s more or less “House” but real life.
The Good Wife - my current fav. You’ll want to Netflix it to see if from the beginning.
Damages - I see it via Netflix.
FlashForward - good storyline BUT stupid ABC has had it on haitus for weeks now. They don’t learn that doing that breaks the momentum.
Burn Notice
Royal Pains
White Collar
Ugly Betty - except ABC killed it by moving it around and around in the schedule. It’s currently the last season. Still worth watching from the beginning. It’s more a “drama-dy” instead of pure comedy.
Grey’s Anatomy
Witches of Eastwick - loved it. ABC killed it after one season. A few episodes left.
Someone mentioned The Highlander series. I second that. Netflix has it.
McCleod’s Daughters - a series out of Australia. Women running a ranch. Strong characters. Good storylines. Netflix. I’m starting to sound like an advert. for Netflix but I’d rather get a series on DVD and watch several episodes at once with no commercials. 
I’d recommend some of the other HBO dramas that you haven’t seen, since many of them are excellent.
“Rome” would be a good place to start. “Six Feet Under” is also very good.
It has a strange sense of intimacy as well, that I really like - they practically break the fourth wall all the time. You really get a feeling that it’s you and Sam and Dean against the world. The episode where Sam and Dean find out that there’s slash written about them - frickin’ genius. “They do know we’re brothers, right?” “Doesn’t seem to matter.”
Definitely The Shield, Dexter, and Rome.