Watching The Shield was a reminder that there's still a lot of great television I haven't seen, which is saying something because I watch television like some Entertainment-addled Quebecois wheelchair assassin.
Also, the cop-out-of-control protagonist Vic Mackey is a great example of the genre in the mold of Jimmy McNulty and Raylan Givens (and not just because the actors from The Shield show up in both The Wire and Justified with regularity).
Of course, Mackey came first. It's easy to think that television continues to get more daring, and in narrative structure nothing touches The Wire, but Mackey kills a cop in cold blood in the first episode. In the second season he literally grills a suspect (who had it coming, admittedly).
He subverts the system first to help his cause and then, inevitably, to help himself. He is the dirties cop on TV anyone would ever relate to and his list of crimes is nothing you'd ever picture the producers letting Raylan Givans or even McNulty get away with.
McNulty's dirty cop is dirty in order to serve justice and to serve as an example that the system creates a need for subversion as the only means to a fair end. Raylan wants justice as well, but is willing to go around the law to protect himself and his friends/family (well, not his dad).
Mackey, though, is barely repentant for his evils. At least through the first couple of seasons. I mean, c'mon, Mackey takes a hit out on his own former friend. That's just cold.