A emphatic "yes!" from me. But set your expectations going in. The show will present a lot of mysteries, and while some of them get satisfying or even great resolutions, ultimately many will not be answered, or will be answered but in (IMHO) unsatisfying or outright lame ways. Beyond that, its one of those "the journey, not the destination, is the reward" type of shows. There's a ton of great, great acting performances, so many great moments, so many "oh, shit! What just happened?" mind-blowing moments that will leave your head spinning as you ponder the implications - I don't think any other show did that to me as many times as Lost did.

Deadwood I haven't (re) watched in quite a while. Unfortunately it got cancelled and while I wouldn't say it ended on a cliffhanger, it did ultimately feel incomplete. If you don't mind copious amounts of cursing, its another show worth watching. Again, some really fantastic performances from the cast, but Ian McShane's performance is (for me) all-time great.