Yep, Six Feet Under is one of the best dramas I've ever seen. And if we're only counting ones that are no longer on the air, it's one of the best of all time.
Everyone should see Dexter, just don't watch past the fourth season. There's literally no point whatsoever and you'll only be wasting your time. But the first two seasons are unlike anything else out there and practically flawless. When it comes to television, no show should really be downgraded for later, crappier seasons if they still managed to put out fantastic content for at least a few years. Just stop watching The Simpsons after Season 10 and The X-Files after Season 6 and you'll never have to complain about these shows and can save your time to watch other good ones.
The Shield is a consistently good show that was never truly in the realm of greatness. Like so many others FX dramas (like Justified or Rescue Me), it will end up being forgotten quickly because a decade from now there will be at least 50 better dramas that will have graced our screens. Still worth checking out if you have the time though, but not in the same league as, say, The Wire or Northern Exposure or Twin Peaks or the bajillion things on television right now.