One difference between The Wire and the Sopranos... I'm not going to say which show has the better approach... is the way the Wire is just really, really tight and self-contained. Characters run in to each other all the time, and reappear. Plotlines get resolved. It feels much more planned out.
The Sopranos, by contrast, would just introduce characters and have them fade away. Whole, suggestive storylines would appear, and then fade into nothing-- like the terrorism angle towards the end of the series.
The Wire approach to storytelling might seem more satisfying. But it's certainly not more "realistic."
Anyway. Anyone here like the show Brotherhood? I'm about midway through the first season, and I just can't get into it. Tom was saying (well, guessing) that The Wire isn't funny. Compared to Brotherhood, the Wire is Laugh In.