I grant you that I haven't watched most of The Sopranos, or indeed virtually any of the other shows people typically cite as "the best TV show ever". But I can tell you that The Sopranos, at least, didn't hold me spellbound from the word go: it took a few episodes before I got into it. David Simon's magnum opus, on the other hand, hooked me from the very first scene.
The very first scene. In the very first episode.
That scene just seems to encapsulate the mood and sensibility of the whole series, in two and a half brilliantly distilled, casual-seeming minutes. The trademark elements of the stories to come — the grimness, the frustration, the bafflement, the weariness, even the dark comic streak that surfaces at the oddest moments because that's how life is — they're all in that one scene.