I can’t fully argue this because I’ve only seen a handful of episodes of The Sopranos — shocking, I know. But I do agree with the basic premise that Sopranos, Mad Men, The Wire, and Breaking Bad are the four shows that most consider to be the “four horsemen” of this generation of television.
Removing The Sopranos for now, I’d personally rank them:
1) Mad Men
2) The Wire
3) Breaking Bad
I’d argue that Mad Men has seen a small amount of backlash in this discussion because it is the most mainstream-friendly of the shows. As Klosterman notes, it’s the only one what doesn’t regularly feature threats of death and/or violence. This may make it seem “soft”, though I’d argue that the subtlety in many episodes outweighs this. But, as the word implies, most overlook it.
Also worth noting that Klosterman has argued that Lost is the best show on television before, but he rules it out here because it’s a network show, so in a different category. The others in this category that I think you could make an argument for are Deadwood and the first two seasons of Battlestar Galactica (the re-imagined SciFi version, obviously).