Zap2it reports weekly cable ratings:
http://tv.zap2it.com/tveditorial/tve_ma ... le,00.html
USA Today does, too.
I'm not sure where to find current ratings info for Rescue Me and Over There, though I do believe TheFutonCritic has them somewhere.
HBO shows are also tracked alongside regular cable shows (though one could make a case for them not being that comparable, considering HBO is a pay channel). As for its shows...
The Sopranos is a monster. It reached 13.4 million viewers in 2002. Six Feet Under did about half that in its heyday (season two), but leveled out to 4 million by the finale (which is still a great number).
Entourage averaged about 2.5 million this year, which is not THAT impressive, but I read an article about HBO liking the show's demographics, etc., and it also has great buzz. It also does better numbers than The Comeback, which I believe averaged somewhere around 900,000. A second season is somewhat unlikely.
For more info, search for 'Rescue Me ratings' (or whatever) under Google news. You'll probably find something.