I usually enjoy British-made mystery series, and "Wallander," starring Kenneth Brannaugh, is one of the recent series that particularly stands out.
Based on the mystery novels by Henning Mankell, "Wallander" maintains the Swedish setting of the novels, and the slightly moody tone of the books. Wallander is a complex character with many foibles, but he remains sympathetic, and Brannaugh's portrayal is spot-on. The relationship of the title character with his daughter and his colleagues rings true both to life and to the original novels.
As to another reviewer thinking it's odd that they're speaking English when it's set in Sweden, unless it's being dubbed from English into another language (particularly Swedish), I would find nothing odd about it. I wouldn't expect a British series to be written in Swedish, regardless of the setting or the original source. No more did I expect "The Last Emperor" to be filmed in Chinese or the characters in "I, Claudius" to be speaking Latin. The Swedish setting is highly evocative, and the series is true to the spirit of the books.
I highly recommend "Wallander" for anyone who likes character-driven detective mysteries. (ETA: BTW, anyone who has a chance to see the original Swedish "Wallander" series, it is somewhat different, the drama more implied through the circumstances of the particular crimes, and is more subdued; there's also more of a "police procedural" feel to it. They're sometimes shown on U.S. television w/ English subtitles. I don't know if it's available dubbed or not -- but as I prefer not to watch things that are dubbed even when I don't speak the language, I'm very glad to say that I'm only acquainted with the subtitled version. I'd say that the Swedish version picks up more the plot and action of the books, whereas the British version is more interested in the characters, particularly Wallander, but also the characters and motivation of the perpetrators.)
