I've probably come around to appreciating the Sopranos more, because when you think back to the Sopranos you largely think back to the entire series, while the Wire I immediately think "season 4 best, season 5 meh, season 2 grows on you, season 1 very good, season 3 uneven but ends strong".
I think that's easy to explain because of how the Wire told essentially five different stories with largely the same cast of characters (with some entrances and exits), while the Sopranos told one story, but it's easier to think of Sopranos as a cohesive whole in a way that I find difficult with the Wire.
Breaking Bad I feel is just buoyed by a very strong performance by Cranston but the plot honestly feels thin and absurd at times. There's also the whole "Walter White was actually a piece of shit the whole episode and isn't really sympathetic." It's a 45 hour version of Falling Down.
I'd go:
Sopranos
Wire
Mad Men
Breaking Bad