The X-Files! No joke, this series is amazing.
My girlfriend bought me the boxset (9 seasons and 2 movies) thinking she would never want to watch it. After watching the first season with me she was more hooked on it than I was!
We got through every little bit of the series, and now we miss Mulder, Scully and Skinner, and even Dogget and Reyes!
If not, maybe try
Supernatural. I have enjoyed that show; it's another take on the X-Files really.
Or for something completely different, go watch
Dexter. I have really enjoyed that show too, and I think they are up to the 4th season.