The Wire is fantastic television just so heart breaking what happens to the kids at the end.
Another show that should be on that list is Power.
I think a problem with Mad Men is that, unlike most shows it gets compared to, it isn't build around crime or violence. Sure, there's Don's big secret, but that was it. Apart from that the show had to find a way to be engaging while portraying life and times of people whose life wasn't as inherently interesting and exciting as the criminal underworlds seen in Sopranos or The Wire .Someone in this thread mentioned Mad Men and asked “but do we really care?”…I do, and so do a lot of people, that’s why it’s regarded as one of the greatest TV shows of all time.
If people need crime and/or violence in their TV shows in order to be engaged, that's their problem, not Mad Men's. Again, the show is still highly regarded at the end of the day, and more than enough people were/are engaged with it, which is why OP has it on the poll in the first place.