I agree with you about Bones, I don't usually delve into cop procedurals, as the murder of the week usually isn't enough to keep me interested in a series, but Bones is great at the serialized aspects of the show. I can't wait for the next episode each week to find out what happens to the characters.
I guess the other show like this that I've had some interest in (in the past, I haven't watched it in a while) is House. When the original cast was still around, I did care about their individual stories, and it was around the time that most of them left that I stopped watching the show.
I can't really think of any other shows like this, though I'm sure more exist and I just haven't explored them yet. It's been a very long time since I saw Numbers, but I vaguely remember the show having many serialized elements despite it also being a crime of the week show.