All time? I'll skip when I was a kid...Galactica was a must back then. Once made my dad drive 60 miles to reach a TV when ours broke at the cottage...could not miss the episode. Which I still remember clear as day (it was the one where Starbuck gets stranded on a planet with a cylon who he repairs and befriends).

But as an adult...maybe Sopranos...also liked Frazier a lot. More recent ones, the 1st season of Walking Dead rocked. Sons of Anarchy was great too.

But, ultimately...I guess my favorite ones are Mythbusters, How it's Made and pretty much any well done documentary series on either some serious tech, science or nature stuff.
Anything with weird machines, technology, old weird things and such, underwater, wrecks, history to some extent...

I suppose as one grows older the less one gets excited by fictional stuff and gets more and more interested in science etc.

Not to say I don't enjoy fiction enormously too, just that I'd often rather watch a very well made program on the birth of the universe or secrets of the deep sea or understand more about psychology or economics, whatever.