I've only seen some of those movies/shows: but here's where I'd rank it
Goodfellas
Penguin
Casino
Sopranos
The Wire
Sopranos and The Wire I gave up after maybe 8 episodes. I'm going to assume they get much better (I know assumptions are bad), but I thought those were among the most boring TV shows I'd ever watched. Similar to when I was hyped up watching The Punisher NF show. Thought it would be tons of awesome killing. Was more like a soap opera.
I know I watched The Departed at my bro's house, but dont remember one bit about it. I would had ranked Casino above Penguin if the back half of the movie was as good as the front half. Once the movie gets into him doing TV shows and the separation with Sharon Stone, it fell off.