I was using "procedural" as in following actual police procedure: the realistic details of working in the system (the steps that have to be taken before a wire can be granted, for example). To a lot of the mainstream, that might be boring because it's not all shoot-em-up action. HLotS does have some of that, but not nearly as much as The Wire. HLotS actually used to get a lot of criticism because it was mostly characters "talking" and not a typical cop action show. It kind of went against expectations. But The Wire has taken that even further.

I would say that in terms of arc vs episodic, you're right. HLotS does have a lot of multi-part storylines, and the characters develop over time, but it is (for the most part) very much a "different case each week" sort of show. The Wire you definitely need to watch from the beginning or you'd be lost.

Oh, how I love both of these shows. :)