I missed Band the first time around, but caught it's encore a few months back. I had read the book first and it was very faithful. I agree that all the characters get confusing if you don't have a program...
"Programs! get yer program! Can't tell a 'kraut from a commie wit'out a program!"
The missus watches Sex and the City. i think the funniest parts are when they are at the coffee shop talking. After that scene comes and goes I leave the room.
I don't watch Sopranos or OZ much, but Six Feet Under is one of my favorites. Unfortunately, it's always on when I'm at work, so I often watch the episodes sporadically and out of order.
I can't understand how people without HBO can enjoy television anymore.