HBO does a good job of picking theme songs for their shows. The Sopranos set the tone, but the ones for Treme and Boardwalk Empire follow in the tradition (I posted Boardwalk's a while back). I'm not sure if I "like" HBO's new show, True Detective, but it's compelling enough to bring be back for the first couple episodes. They have a good, and fitting, theme song, too, and the music from the rest of the episode is equally strong.
True Detective's theme song is "Far From Any Road", by The Handsome Family.