I have Breaking Bad an inch ahead of The Wire. I prefer to call it a dead heat, but if I had to choose...Breaking Bad by a nose.
Mixed opinions on the other two. I just couldn't get into Mad Men. I tried enough times, I could appreciate how well crafted it was and all that, but it just never hooked me. Sopranos certainly the most influential of these shows (if not for Tony and co, I doubt any of the others would have even been produced) and its early seasons were some of the best TV ever broadcasted, but it dragged out a few seasons too many and kind of spoiled the experience for me.
Honorable mention for Rome. Short-lived, eventful and brilliant.