The Wire is amazing, but it's a commitment. You have to tell yourself going into it, "I'm going to watch this show and not stop, even if I find it confusing or boring." Of course, if you're still not liking it by the end of season 1 it's probably not for you, but I think most people get hooked by the end of season one. It wasn't until about episode 7 for me that I really started liking it. I've re-watched it many times since then and it's only gotten better.

Back then there wasn't so much competition for television shows, so they didn't need super crazy pilot episodes like Breaking Bad...they could just kind of do whatever. David Simon is a storyteller and doesn't really care if you're bored at first. If you watch it long enough, you'll get hooked. It's just a really big cast with complex storylines and people often get lost. The esoteric slang also throws a lot of people off, so captions are required for a lot of people.

Also, what helps is reading Alan Sepinwall's reviews after each episode. Even if you're not that confused, he really breaks things down for you. They are extremely informative and I really recommend people to read them when they first watch it. He has two review versions - one for veterans and one for noobs.

I could praise The Wire forever, but the Wikipedia page does a great job of summing up what's so great about it. I have to say, it has one of the finest ensembles of actors in television history. I love watching genuinely good actors, so that combined with complex, thought-provoking, and interesting storylines does it for me.