I just started watching Game of Thrones again, and think I've come to understand why I like that but not Boardwalk. In Boardwalk, while the characters are really developed...none of them are "good." They're all criminals, liars, or manipulators. If someone dies or goes to prison, it's just a matter of "well that's what they get." At least in GoT there's individuals to root for, so to speak, which to me, makes the show way more interesting.