I would say Firefly, but thankfully we got the movie that tied up loose ends satisfactorily. "I am a leaf on the wind..." Elsewise, I make it a rule to never get invested in a show that's currently airing. I've been burned by haphazard series' cancellations too many times before. Lost. I don't accept the finale that was aired, so thus, it never properly ended for me. I would have loved to've seen more seasons of Terminator: TSSC.
Yeah I started adopting a similar rule. I was going to watch Constantine but I'm kind of glad I waited because it's not going to get a chance to end. Yeah Firefly was such a promising universe. They did a sequel comic series to the movie last year called Leaves on the Wind but I haven't gotten around to reading it yet. I dunno if the vibe would be the same without Wash.
I was disgusted with the ending of LOST for a long time. I still don't like it, but I understand why it's some people accept it. The ending was not a good ending to the story, it was a good ending to a TV show. Those who were in it for purely for the TV show-ness of it loved the ending I find. Those who were in it for the story hated the ending. The key difference being an emphasis on either characters as just a fun thing to interact with versus characters in an overarching story.