Lost really is the best show I have ever seen. If the series finale sucks, I don't know what to think, though. The ride has been amazing, the payoff hopefully matches the rest of the show.
I never understood the love with The Simpsons. Or Futurama, really.
Six Feet Under would probably be at the top of my list. Very likely followed by Arrested Development. Don't think I could be shows that have not ended yet on there, but I guess that would severely limit a lot of people's voting.