It's not like there's a lot of action going on most of the time--it's mostly people talking. Which is fine! But not everybody likes that kind of show. It also doesn't have the same addictive amount of leaving each episode on a cliffhanger the way more recent shows are written.

I never watched the Sopranos or West Wing, so I can't speak to them. I enjoyed The Wire (bought the box set!), but it's still a slow-paced drama. If that's your jam, it's fantastic. If it's not, it's still worth a shot (it's that good), but it's not "try it for 18 hours if you don't like the genre" good. All IMO of course. And full disclosure: I'm not a big fan of dramas, but The Wire still grabbed me. Hence my caution that it's somewhat slow compared to other fare.

I should watch it again, it's been a long time and it is worth it.

Despite being similarly slow, The West Wing was highly accessible to its intended audience because the setting was easily digestible, because the dialogue was a continual sugar hit of witty banter, and because starry-eyed optimism / moral certainty tends to be comforting.