Didn't get into Lost. Didn't get into Heroes. Didn't get into Battlestar Galactica. There's loads of US TV imports (24 just popped into my mind) that I've missed out on. I can't see the point in trying to catch up once they're underway. You just (The West Wing) feel like you'll never be up to date. One recent exception is Flash Forward. The first episode was essential and if you missed it there's not much point in jumping in late but it's a great TV show. The only problem with things like this is there's no point in recommending it to anyone. Or even blogging about it I guess.
Alongside Eastbound & Down it stands out as a work of current TV genius. The former is a comedy series which I do suggest you hunt down on DVD.