'The Sopranos' is one of the most influential shows in bringing the anti-hero character model to mainstream television. It created unlikable yet likable characters and situations that prompted us to have "bad things happen to good people" and "let the bad guy get away in the end." We were able to question why we wanted these things to happen and confront the moral issues these situations created.
The one thing that is both great and annoying about this show is how slow some of the episodes can be. By taking a more realistic approach where not everything is important or explain, and little mostly "meaningless" details of daily life are shown we get to see how these characters live but it can also lead to some scenes that undo some of the momentum the series builds.
As a whole, this series took risks and broke the mold in many ways that continue to influence TV. It was entertaining and engrossing and something that can be discussed and analyzed for a long time after. Just be prepared to have a lot of build up for things that may or may not be important.