I'm surprised no one has mentioned Arrested Development. It's the best show on TV, hands down. Check it out - you won't be disappointed.
The only other show I'm really following right now is The Shield.
Welsh - Glenn Close rules pretty hard. She's a good foil to Mackey, because she's just as tough and street-hardened as he is, but she's a straight shooter. Part of me thinks she has a few demons in her closet, though. It'll be interesting where they take the characters this season. I'm also wondering what's going on between Vic and one of the ex-strike team members (the blonde one, not his close friend). He showed up looking for Mackey in the first episode, looked kind of shady, then disappeared.
I'm also getting into Deadwood, now that the DVDs are out. Only on the fourth episode, though. Good show.
As far as other random shows I'm watching:
Conan O'Brian
The Adult Swim lineup (Family Guy, Futurama, Aqua Teen, Sealab, Robot Chicken, Cowboy Bebop)
The Ultimate Fighter
The OC (shut up)
Haven't seen The Contender. I keep missing it.
I'm also checking out the American version of The Office tonight. I saw a bit of the premiere on an internet site and I was pleasently surprised. It's much different from the original, but still pretty hilarious. Steve Carrell rules.