These are two of the best shows on television at the moment. Fargo is a small story told incredibly well; its consistency in high quality from episode to episode is unparalleled. The Leftovers is more ambitious in scope, which means it does have "off" episodes. But it's still mostly well done.
Both are dark and heavy dramas. After watching either of them, I feel the need for a palate cleanser—a lighter show. I can't watch either of these right before bed because they weigh me down too much. This is why I often save Fargo, which comes on rather late on Mondays, for another night.
Fargo is committed to all the good writing and cinematic style those of us who love Cohen brothers' movies expect and love. The Leftovers sometimes feels a lot like Lost thanks to Lindelof. That means there are times when it's convoluted, and that the mystery of what's going on sometimes trumps the story. But if you enjoyed Lost, and if you can forgive some of those issues that show had—if you can let go of the need for definite answers—you'll probably like The Leftovers.
I call these shows "the best" because they exhibit fine writing, fine acting, and fine directing. They are engaging as well as beautiful to look at. Fargo has already been given a third season, but it's questionable whether we'll get any more of The Leftovers. I'll have to make the most of the current serving.