Terminator: The Sarah Connor Chronicles is also awesome. When this show started, I wasn't sure about it. As it's built on the characters and the story, I'm getting more and more sucked in. Definitely worth the time spent watching it and I'm excited to see where this show goes.
Dexter officially began this weekend and you'd better be fucking watching it.
As for a show that I've be sad about so far, Mad Men's second season doesn't feel as compelling as the first.