Something like this comment was originally a reply to @Pedro, but I thought I'd put it here.
This show starts a little slow. It does that thing where the first few episodes are your typical boring cop procedural to show the network they know how to paint by numbers. Then it picks up.
It starts actually exploring the morals of mass surveillance, and (minor spoilers) it turns out the Machine is an AI, and they deal with all the interesting ramifications of living in a world secretly run by a benevolent(?) AI. One of the nice aspects of this show is the only fictional element of the Machine is software. Makes for a very grounded science fiction.
The characters start to deal with total corruption of the police system and attempt to take it down, meanwhile learning and redeeming themselves from their dubious past.
They also deal with taking down organised crime, and what to do when someone tries to consolidate power within the families, even though the new boss is less violent.
They get caught up in vast government conspiracies waging massive secret intelligence wars, and must stop innocent people from getting killed while remaining hidden from powerful people.
Heartbreak, romance, homoerotic sexual tension, SciFi, shooting people, explosions!
They stop making another cop show and start making some really compelling television.
