What the I assume the other poster was trying to pick up (so long as he wasn't being sarcastic) was the subtlety of the show. It's extremely delicate - intentionally so, as the plot often plays on this - but still manages to be engaging. I feel like that is one of the reasons why it is a greater show than Breaking Bad; it's a lot more difficult to pull those characteristics off in a show like Mad Men than in the frantic, visceral, action-packed Breaking Bad. That's not to say it's all airy-fairy, the dialogue within Mad Men is easily on par with anything else I've seen - Deadwood, The Wire etc.
Also, I don't say this as a snide or to offend, but judging from how your responses in the Game of Thrones thread read, your immediate distaste, or downplay to a show like Mad Men is pretty much in line. It's certainly a slow-burner that will engross gradually than spark instantly into life.
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The Sopranos is absolutely nothing like Goodfellas. Despite all the dream sequences, violence, etc. the key theme that shines throughout is the banality/verisimilitude of life. It's a key reason it did so well.