I can't add an awful lot to the positive reviews already on here - great acting, balanced writing, multi-faceted characters, a great anti-hero in Tony, great commentary on millennial American life. The integral use of psychiatry coupled with Tony's mother issues are especially fresh and humorous. Several other characters add a lot of depth - Hesh's interesting history as an outsider muscling in, Ralphie's total irredeemable viciousness, Chris' dual desires in life, and so on.
I have to dig into some of the criticisms however, especially the 'it glorifies violence/belittles Italian-Americans' one.Most of the writers and actors are Italian-American, would they attack themselves? There are several positive Italian-American characters - Artie Bucco the chef, Dr. Melfi and her family and the Cusamanos next door to the Sopranos. Indeed, Dr Melfi's ex-husband notes in season 1 that only a tiny minority of Italian-Americans have ever had Mob connections (certainly smaller than the proportion of African-Americans involved in crime, dare I say it. In both cases poverty and lack of opportunity are the biggest causes).
Most of the characters don't really choose the life they have; family background or circumstances largely corner them into it. Outsiders (even of Italian stock) who attempt to integrate into it usually meet distressing ends - Matthew and his friend in season 2, for example. If you criticise this show, I assume Frasier made you want to be a psychiatrist, or Will & Grace made you want to go homosexual? Presumably you won't listen to rap music that discusses gangs, or r'n'b which discusses promiscuity, or rock music which discusses drugs (or any other combination)? People aren't as stupid as some of you make out....
Not everything is perfect however. A lot of characters have only appeared once, when by all logic they should have been seen or at least mentioned in previous episodes - Tracee the dancer, Meadow's friend Ally, Uncle Junior's ladyfriend (supposedly for 20 years until they split in season 1).