Of course, all of those shows pale before the return of Penny Dreadful.
It's rare that I find myself in the demographic for a show--or experiencing the feeling that a show was made with someone like me in mind--but Penny Dreadful loves me and wants me to be happy. We're only a few episodes into the season and already we've got enough Victorian Gothic to keep me pleased for a long time.
If you're not watching it but like the kind of stuff I post about on this blog, you probably should give it a chance. If you like fun and insightful recaps, you should be reading Tom Blunt's take on the show. Check out his recap of the first episode here, the second here, and the third here.