I missed a gem, I think - when it was on in the UK I did not watch television. The characterisation is very good and keeps you watching in spite of the violence. I've just watched to the end of season 4 on dvd.
What occured to me was that Dr Melfi doesn't really help Tony at all because during his sessions with her he sits there feeling like a victim and ends up justifying his evil lifestyle, calling himself a 'soldier'.
Anyway, the cast is excellent imo.