Love Walking Dead too.
For me it is something like this:
1. Dexter - unbelievable psychological/character depth/growth
2. Breaking Bad - Excellent show. Again very good character development.
3. Walking Dead - Awesome. Hard to believe anyone could pull off a zombie show so well. I was a fan of old zombie movies growing up, but did not follow the show immediately because I did not believe it was possible to pull this off in a high quality way. Eventually this show is going to catch up to the comics, sooner rather than later--I kinda hope the show is prepared to go on without the comic... but doubt that happens. I would love to see Carl 10 years or so in the future as a hardened badass from growing up in this world.
4. Game of Thrones - High quality production, but so many characters spread the depth quite thin (the opposite of Dexter). But it is just a different kind of show--it is a big picture show on a global scale with armies being moved around etc like a game of Risk. Also, sometimes I feel like this show tries to be over the top and offensive just to be offensive. I am sure this is from the books, but I am still quite let down by the death of Ned Stark. Also, I want bad things to happen to the worse characters, ala the child king, yet I am constantly let down by this as well. With this show the "good guys" never seem to win. I wish it were more balanced.
I agree with your list, but I would switch the order around some.
Then I would throw in "Homeland" to make a rounded top 5.