As tempted as I am to compare the two due to the existence of this desire to see Breaking Bad win over The Wire every time this discussion comes up, I can't help but think apples and oranges.
The Wire is more documentary-like, realistic, and ambitious in scope, focusing (for the most part) on groups of people working together on their own piece of the organism that Baltimore is depicted as.
Breaking Bad is more ambitious photographically, rides a fine line between realism and ridiculousness, and is smaller in scope, focusing (for the most part) on Walt and those who immediately surround Walt.
Personally, I would go with BB over TW anytime because I could easily ease into an episode of BB while I struggle to even get TW started whenever the idea of re-watching that series is at the back of my mind. In addition to that, I interpret things a lot more differently every time I watch BB all the way through as opposed to feeling as though I'm getting a better understanding of a more specific message every time I watch TW all the way through. That last part is something I definitely feel is reflected when I read or watch interviews with Vince Gilligan and David Simon: as far as I can tell (because it's been a while since I've checked out an interview with Simon about TW -- I might be wrong about this by the way) Gilligan appears more open to having people interpret the work their own way while Simon has this tendency to explain what it is he meant to convey through the work.
There's other stuff too. For example, I've never cared so much for a cast of characters on a TV show as much as I've cared for the characters on BB. Then there's the way the show goes from being like a small independent film in it's first season to something that I think is appropriate to call "epic" in its fifth season (even if it's nowhere near as epic as TW). It's, at the same time, hard to believe it's the same show while undeniably being the same show when you compare early episodes with late episodes. I know I could say a lot more, but I'll save you all from that and end this by saying that I feel BB is its own tradition with its own story, its own deities, and its own artifacts for big fans like myself to really enjoy and worship and think about on a daily basis as I try to interpret what that piece of work ultimately means to me.
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