Mad Men is my favorite show of all time. And for years, knowing that Matthew Weiner had worked on it, The Sopranos have been on my list. So I started watching it casually during the holidays. About two-thirds of the way through. I like it, it's a good show. But, to my standards, it's nowhere near the level of quality of Mad Men. I'm really happy to be watching it though, and there's some really colorful characters in it.
As for after... I have so much on my list: Shogun, Andor Season 2, House of Dragons Season 2, Knight of the Seven Kingdoms, and more. I don't know what I'll feel like, and I always watch only one show at a time.