The Wire is excellent for a number of reasons, but right from the start it makes its mark in this aspect: it's real, and so real that it gets down to the nitty gritty of all of the aspects of what it takes for cops to go after drug dealers and for drug dealers to try and evade the same cops and do what they do. This is also site specific in a major way - David Simon worked the Baltimore Sun beat as a reporter for years and knows this world - but I'd say that this could be a scenario set in any number of urban cities like this: Newark, Paterson, Detroit, parts of Chicago and LA, the list goes on. "This is America," is said by a character talking to detective McNulty in one of the first words we hear on the show. This is both small world AND universal; this is just what happens in America where drugs are illegal and people can profit off of them - and kill and commit horrible acts and intimidate and so on to do it.
But what is even better is that it has a cool style without being overly flashy. This is profane stuff but it feels natural; like a Michael Mann story this has the flow of cops who have been working the streets for years, and some are a-holes and some really want to do good work and others just want to punch in and go home. Likewise the drug dealers here do talk big and 'gangsta' and all that, but they're not over-the-top caricatures. And the cinematography and approach to the characters reflects this realistic approach that balances a strong perspective while the direction is no-frills: this is how it's done, how people in court may (or may not) do time, how cops get assigned or try to get in another path to stop the criminals. It shows the dirty work and that's what obviously impressed so many about the show over the years.
This goes all the way down to just showing paperwork and what has to be done with that, and that's here in the first episode of The Wire. We've seen so many cop shows, but this one doesn't shy away from what comes down to bureaucratic problems and resistance and the process of that - cleverly, Simon has this not just with the cops but with the drug dealers; we see McNulty get brought in to his Major's office to get a talking to just as we see a young Barksdale get talked down to by Idris Elba and his upper-echelon crew (including his uncle, who heads the whole drug connection in West Baltimore). In other words, this is great storytelling in the simple, straight-forward parallel sense, showing the two worlds and how each side is their own business that goes through the motions. It helps to strip away too the veneer that cop work is glamorous or that drug dealers are all one-dimensional thugs in some amorphous, Scarface-like existence.
If the first episode doesn't hook you in, I don't know what to do for ya. It's thrilling drama and character-driven in equal measure.