Forget Breaking Bad. Forget Game of Thrones, as good as they both are. Forget everything else you've seen too.
You may as well forget that TV exists at all, really, because taking what we see on the box at the moment as a yardstick, Hell on Wheels transcends modern television. I honestly believe that. Absolutely and entirely without sarcasm or hyperbole.
Look at your favourite movies and books. Think about how they moved you. Think about how they made you feel; tugged at your heartstrings. Think about the characters you love, and the characters you hate with such fire they make it difficult for you to appreciate the actor that played them in another role. Now try to think of a TV show that has ever done the same. TV, as a format, is flawed. In that it is fundamentally slow, and Soapy with it's delivery. Hell on Wheels is the first TV show I've seen that really makes me feel for the characters. The acting is fantastic. The story is enticing, the writing and dialogue is solid as anything you've seen before, and it's just all round an amazing and well crafted TV show.
The seasons are each 10 episodes long; the perfect length. Each episode is 45ish minutes long; also perfect. There are incredible overarching, and intertwining storylines that go across episodes, but each episode is compelling in and of itself, and there isn't a single one you could miss (or would want to miss) without missing a whole juicy chunk of storytelling.
The show has a good amount of suspense and release, the climaxes are perfectly timed and invariably gratifying.
Do yourself a favour and watch this show, if only so you can fully appreciate the agonisingly good season 2 finale.
Oh yeah, and the soundtrack is amazing.