TV Shows

You can try Lucifer.

Some of the clasics would be Narcos, The Wire, Sopranos, Breaking Bad and Battlestar Galactica
More recent series that I have enjoyed a lot are The Expanse, Fargo, Elementary, Billions, Mr.Robot, Person of Interest, American Horror Story and of cause Westworld.
If you want to throw some comedy stuff into the mix: Archer, The Mick, Angie Tribeca or Lucifer / Better Call Saul (not really a comedy, but relatively lighthearted)
Since you mentioned Chicago Fire: have you tried Chicago PD?

edit: The Magicians is another truely amazing show if you can get past the rather slow start.