Most people would probably say The Sopranos marked the beginning of the prestige TV era, but there are some precursors that come to mind, mostly from HBO. Rome and Oz, for example, in terms of high production value.

You could make a case to go back even further with shows like NYPD Blue (90s) or even Hill Street Blues (80s) as examples of high quality TV with long, dramatic character arcs, though these shows didn’t have much in the way of contemporaries to define them as part of an era.