The thing is, with all these dramas being mentioned, they all had weak points and most of them got progressively worse each season. The writers got lazy and/or they just decided to milk the series without putting in much effort. Prison Break (don't get me started on how shitty the finale season was), 24 are perfect examples. Lost was all around excellent but there were some really weak points in the series.
Breaking Bad stands alone for me as a drama that has always been very strong and has improved every season.
I think season 4 has clearly been the best and I don't think it'll get any better then that, although still great.
I'd agree with you 100% if the 5th season never happened, and it had better closure. The Sopranos was another series that didn't give you closure that made you feel good but at least it didn't end with a shitty season like the Wire.
Breaking Bad to me has a chance to be the best for me because you get the feeling it's going to end in epic style.
The Sopranos was never about making the audience 'feel good' or giving them closure. It was nihilistic/absurdist at its core ("It's all a big nothing") and the finale was in line with that. Season 5 of the Wire pissed me off, especially since it followed the brilliant 4th season. I haven't seen it since it aired, so maybe I'd feel differently now but it was easily the weakest of the 5 seasons by a good margin.