Personally the single best sf/f show to come out in the last decade and ranks up in the top tier of all dramas in my opinion is LOST. The most consistent series I've ever watched. If you love good sci-fi mystery this show has it in spades.
It is clever, inventive, fast-paced, is all arcs all the time, tons of twists, OMG cliffhangers, oodles of suspense and tension. It is thoroughly engrossing and while it is a series that requires a lot of effort on the part of the viewer it is all worth it and such a rewarding experience. I have not been overly impressed by the flood of sf/f in the last decade with most sucking but this is truly a great series.