While the show is great, I am, of course, going to say that the comic book is even better. Written by Robert Kirkman and largely drawn by Charlie Adlard, it is a study in human psychology under long-term duress, set against the backdrop of a zombie apocalypse. Though the zombies do play a central role as a constant threat hanging over the protagonists' heads (and occasionally biting into said heads), the real stars here are the living, who are, in what is a clearly dying world, The Walking Dead. It is intelligent without being obtuse, moralistic without being preachy and bleak without being desolate. Please do yourself a favor and check this series out as soon as you can. It'd make great reading over the holiday :)
Here are some links:
The comic (issues 1-48 out of 79) :
The TV show (Video on demand $1.99 per episode):