Sopranos is definitely another one.
Firefly was okay. I enjoyed watching it because I couldn't find anything else to watch but it didn't seem to have a strong back ground of fluff like the Stargates or most other stuff on Sci Fi at the time. Even Farscape had more background than Firefly. I would say that Serenity was pretty awesome. If they had introduced more lore in the shows I think it could have continued. But to be fair, a lot of science fiction shows were being hit at that time.