For me, it's the TV show called "The Shield" which aired a few years ago, and I have ALL 7 seasons on DVD.
It is violent, intense, gritty, in-your-face action and drama: hence, why I feel guilty for liking it.

Here is a 2 minute clip to give you a taste,
https://www.youtube.com/watch?v=cyYgcTi87Cg
One of the things I love about the shield is the music. Through this TV show I have discovered a lot of music from groups like, Kinto Sol, Alice In Chains, and others that I otherwise would not have been exposed to.
So anyway, "The Shield" is my guilty pleasure.

What's yours?