I've been watching Prison Break, which I don't really recommend as "great", but is extremely gripping (at any given moment, everything is about to go wrong - they maintain ridiculous tension for almost all of Season 1). The main character is not particularly interesting, but demonstrates a lot of competence, intelligence and agency. So many shows have "reactive" heroes, and I've developed a particular appreciation for heroes that set themselves big goals and then go out and achieve them in a comprehensible manner.