I liked the wire. Although it's been a few years since it stopped, so I haven't seen it for a while.
I don't think the depth of characters in The Wire compares to breaking Bad. I think the characters are deeper on BB. Also the character development is better. That's not a swype at The Wire, it would be very, very hard to do it on that level with all the characters they had. But The Wire had some very, very good writers. Denis Lehane, springs to mind.
Neither of them compare to Sopranos and the character traits and development shown on that show. I am convinced every writer on that show had a PHD in psych.
The end of The Wire was better than any other show I have seen though. It had closure without being overly dramatic, and didn't do anything out of character for the actors. Endings like on The Shield, are awful.