I'd probably rate The Shield and Oz on par with each other.

I haven't watched past the pilot of The Sopranos and I think it was one of those shows that ended up passing me by (I missed it). The Wire is the same but I have read Homocide: A Year on the Killing Streets.

I would rate the Italian mafia series Gomorrah as more interesting than The Sopranos, but it's a hard watch too. Like I said, I think that type of show is now past me.