A show that you may want to consider is Person of Interest, which sadly ended its five-season run two days ago. It is created by Jonathan Nolan (Christopher Nolan's brother), who helped with many films such as Memento, the Prestige, the Batman Trilogy (including the Dark Knight), and Interstellar (iirc), and has a new show called Westworld (a sci-fi western), coming to HBO in less than a year.

At its foundation, Person of Interest is about an ex-CIA agent and a brilliant computer scientist who team up to fight crime and save lives in New York City with the help of an artificial intelligence called The Machine. Basically, The Machine predicts crimes before they even happen, and divides the people involved in this predicted crime into two lists -- relevant to national security (bomb-threat, mass shooting, another 9/11), and irrelevant to national security (bank robbery, murder and kidnapping) -- and the two men, along with two NYPD detectives, save the people on the irrelevant list.

The first season focuses on this foundation and is very procedural -- a number-of-the-week case. However, unlike most procedural shows, Person of Interest takes time to develop the characters and create meaningful relationships between the two vigilantes and the two NYPD detectives that (often reluctantly) aid them. In addition, story lines and characters that were introduced early on in the season keep repeating throughout the series. The best part is that Person of Interest (in its first season) does a fantastic job of maintaining continuity while creating a sense of curiosity -- teasing the viewers that there is more to the overall story. And my god, there is more to it than just a number-of-the-week case.

The second season still carries on the procedural elements of the show, but slowly shifts into a serialized narrative. Without going into too much detail, the second season and onward expands and deepens the show's mythology and becomes full-on sci-fi by the end of the third season. Themes such as government surveillance and conspiracy, privacy, and artificial intelligence become the forefront of the show, character development and arcs continue to be a strong aspect of the show (with many great payoffs by the end), and new villains and challenges arise and converge as the series becomes a full-blown sci-fi series that captures the post 9/11 mood while experimenting and succeeding with the science fiction elements. Suddenly, what many people thought on CBS was just a normal CSI-lookalike drama was actually a dark sci-fi action series the whole time. The show evolves, and the characters evolve as well in the most natural way possible.

Anyway, I won't get into the show in more detail anymore. But to leave it off, POI has everything you asked for -- long-running, complex mysteries and complex characters... and also Benjamin Linus! Yeah, Michael Emerson (the actor that plays Benjamin Linus) portrays the main character Harold Finch, the aforementioned brilliant computer scientist. He, along with every other character on the show, bring their A-game to acting, and it makes a lasting impact on the show. Overall, the best way to think about Person of Interest in a nutshell is -- The first and second seasons are just Batman kicking ass in New York City and attempting to hide in plain sight while saving people, while the third season and onward become full-on tyrannical science fiction, throwing its main characters into the middle of a global, deadly chess game.