The Sopranos focuses on the decline of not just of the American Mafia, but American society in general and is centrally focused on North Jersey and parts of NYC. The viewpoint is mostly from Tony's as he struggles with having a criminal life under the guise of being a "legitimate businessman" and the anxiety of being a victim of circumstances as he wasn't born a sociopath, but grew to be one based on his therapy sessions and family background.
The Wire transcends all time as it focuses on the failures of not just American society, but human society in general as greed, power, and wealth are wielded as weapons for a select few while the majority suffer major generational effects. Baltimore, Baghdad, Chicago, Rio De Janeiro, doesn't matter, they all tell the same story that the Wire conveys to a detail that GOT could never match. However, GOT isn't a social commentary, the Wire is....
Breaking Bad, again a narrative of a crime boss struggling with terms of his own morality.
Out of the four mentioned in this thread, the social narrative of the Wire and it's grounding in reality and make it the choice for goat show....
GOT is a great in its own right in terms of fantasy, but on a personal and audience-level, you'd be hard pressed to find someone who could relate to Ned Stark, Lord Tywin, or Dany.