My favorite series is Lost. At first it was a toss up between Crusoe, Lost, and Lie To Me, but in the end it had to be Lost. I love the suspense and the constant unknown. It is one of the only shows I know of that the main character might actually die, and some do. It's addicting so be warned, you can't just watch one episode, without finding yourself on just "one" more.
The first season starts when a plane crashes on a island. Weird things are always happening and they even have flash back of the 70s (Fun). They really build on the characters, and you love each one for who they are. It's one of the only movies that made me almost cry when they killed off a character.