Put LOST on hold, you can get to that later(you want to wait for s2 anyway), its a good show, but you might want to catch up on 24 first. Next season is going to be insane and you wnat to be all caught up and familiar with everone and everything that is involved(you do have 4 seasons of DVD's to watch 24 episodes a piece).
Once you start to watch season 1 of 24 it pretty much guaranteed that if the show interest you in the slightest you will finish it. As soon as you finish one episode you will want to see what happens in the next and then the next and then the next, etc., etc., etc..
I've never watched the Soprano's either and that is also on my Netflix list, but I don't plan on recieveing it anytime soon.