The Shield takes a page from 24
It seems like 24 can't kill off main characters quickly enough (3 people in 2 episodes).
Tuesday's season finale of The Shield borrowed a page from 24's screenwriters and killed Lem, the loyal, sensitive guy. That leaves the task force with Shane (the cowboy), Macky (the godfather), and what's-his-face (the silent, organized, level-headed guy).
Honestly, I wish (and was expecting) that instead of Shane killing Lem that IAD bugged Shane's truck (note he was the only member not tailed when they left the station). Then Shane's whole confession to Lem would be recorded, and the task force would have to kill Forest Whitaker's character to destroy the tape. I'm not a fan of Whitaker's character.
Macky's ex-wife, on the other hand, gained some depth this season. Her tension between living in good conscience while also loving her dirty-cop ex (and being dependent on his illegal income) was convincingly played. It was a welcome counterpoint to Whitaker's character's boiling contempt for Macky.