I do think Sopranos was one of the first but specifically left it off due to it having lots of filler compared to breaking bad. It's a weird middle point where it did tell a movie like story but still lots of the unneeded drama of syndicated shows that came before it.

WW was still quite formulaic. ER, NYPD Blue, etc were all shows that maybe pushed for more consistent storylines but they were still boxed in by old school network expectations, and they got their starts in the mid-90s.

Sopranos was a very clear break in writing style. People like to slot in The Wire next to it, but The Wire was more episodic/restricted and honestly felt like an R-rated network tv show to me.

I'd add Rome as perhaps a closer model to the sort of high budget, prestige television we're afforded now. First season had a budget in excess of $100 million dollars, a major increase over anything comparable (compare this to The Wire that was filming contemporaneously).

That seems a really good starting point. Oz preceded it, but was never the breakout hit that The Sopranos became.