Part of the reason I gave up on the History Channel (and many of the PBS shows that appear on Netflix, as well as some other "history channel" style shows) was that they just didn't go in depth enough with the material for my tastes. Plus, crappy reenactors and a faux-dramatic narrator irritated me after a while. I tried watching something about the Knights Templar, but it was all this "Legends claim that the Templars found...The Holy Grail!" crap while guys who couldn't hack it at the Ren Faire mug for the cameras.
The stuff from the Great Courses is taught by college professors who literally just lecture, so it's definitely NOT for everyone. The DVDs include some visuals, like maps, paintings, photographs (where appropriate), etc., but you can pretty much get the most of it just by listening to the lectures. Anyway, I've found them to generally be fantastic lectures, and only had a few minor complaints about one or two of the professors (one guy seemed to be reading his textbook aloud, and there are a few people with...less than enthralling voices).
If you can handle that, though, there's a ton of information. For ancient Rome, there are probably, oh, four or five courses to choose from, depending on how far you want to go.