Vikings is very good, Last Kingdom is fun, The Expanse is extremely good if you like sci-fi, Deadwood as has been said is a classic and they're doing a film for release this summer
If you like Crime then Bosch is good, The Man in the High Castle is very good as alternate history, Supernatural is fun monster of the week with an ongoing story although season 1 is a bit rough (once you get past the racist truck episode it keeps getting better for several seasons).
I'm currently watching American Gods which is enjoyable, strange, and slow but enjoyable
Madmen I found very hard to get into, it took me about three attempts to get past the first half of season 1, but then I quite enjoyed it as a relatively quiet slow paced drama.