Wednesday night at 10 ET, FX's Rescue Me returns with the first of its final nine episodes about New York firefighters, in a run culminating with a finale scheduled, fittingly, the week of the 10th anniversary of 9/11. Damages, the Glenn Close legal drama formerly seen on FX, returns for a new season, its fourth, Wednesday night at 10 ET as well -- but in a new location, on DirecTV's exclusive Audience network. Both series are great, and both should, must, be seen...

[To read or hear my NPR Fresh Air with Terry Gross review of these two shows and AMC's brilliant Breaking Bad, which returns Sunday, click HERE.]

Rescue Me, created by Denis Leary (who also stars) and Peter Tolan, and Damages, from executive producers Glenn Kessler, Todd A. Kessler and Daniel Zelman, are the very types of shows TV WORTH WATCHING was created to support. Both dramas demand, and reward, close attention. Both have deeply drawn characters that are fascinatingly, sometimes frustratingly complex. Both will surprise you, and occasionally haunt you. And both, especially Rescue Me, are just as capable of making you laugh out loud.

I've seen the entire final season of Rescue Me, but I won't spoil any of its treats.

I can't resist, though, giving a salute to Callie Thorne as Sheila, the ex-lover of Leary's firefighter Tommy. She's hilarious this season, drawing intentional laughs even in the dramatic scenes, and Leary, when sharing the screen with her, acts like he's holding on for dear life to a bucking bronco. (Which, in a way, he is.)

And Andrea Roth (at top above, with Leary's Tommy), as back-in-his-life ex-wife Janet, brings similar fire to her scenes, which find her very pregnant, very emotional, and very, very impatient. Tommy begins the season sober -- but with his former ex and his ex-girlfriend bonding and palling around, he's got quite a fight to stay that way.

The season does take the impending anniversary of 9/11 seriously, as well as the long, hard roads all its characters have explored since the series premiered in 2004. Leary, on this show, has become an outstanding actor, but as co-creator, he's even more impressive. The cast with which he's surrounded himself has been magnificent, and goes out with glory. And import. And, it should be stressed, with many, many laughs.

This season's Damages, like this year's Weeds, takes a three-year leap into the future before resuming its story line. Patty Hewes (Close) is seeing a psychological counselor (Fisher Stevens) -- not because she's having a problem dealing with personal or professional traumas, but because it's a court-mandated anger-management therapy.

That's our Patty. And that's our Ellen (Rose Byrne), trying to make her name at a different firm, and angling to take advantage of a high-school friendship to angle her way in to a case against a Blackwater-type military ops firm called High Star.

The head of that firm, ex-Marine Howard T. Erickson, is played by John Goodman, in another fabulous recent dramatic TV turn (remember Treme?). The same twinkle in his eye that endeared us all to him on Roseanne is now utilized as a cynical, condescending gimmick. He's the big bad wolf, and his smile and sparkle are just more weapons in his arsenal: the better to deflect and disarm you, my dear.

But, this being Damages, he may not be the bad guy here, just because he appears to be. It's hard to give the same sort of leeway to Dylan Baker's character of Jerry Boorman, who does Erikson's bidding -- but sometimes does his own bidding instead.

From as far back as ABC's Murder One, Baker has played the short-haired, patient, mostly good guy. Here, in Damages, he lets his hair grow and his nice-guy demeanor go. It's a major shift, and Baker is frighteningly good at it.

Frighteningly good, in fact, describes both these series just right.