I love Rome's S2; the breakneck pace is a pure thrill ride. 
That said, IIRC, the HBO suits have pretty much admitted that they lowballed Rome's dvd revenue, and should have kept it going a bit longer at least.
As others have said, an overall plan is more important than limiting series to an absolutely fixed number of seasons.
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What Christianity storyline? So the Jewish guy decides to move his family to Israel. It's a funny and appropriate denouement for his character, but doesn't have anything to do with Christianity, though I can't imagine what the writers were thinking of doing there, because all the mains would either be dead by the time Jesus gained his biggest crowds or wouldn't care.The fourth season would then shift to Palestine and focus on the birth of Christianity...
What little remains of the Christianity storyline feels forced, unnecessary and disjointed. It would have been better to just completely get rid of it.
That said, IIRC, the HBO suits have pretty much admitted that they lowballed Rome's dvd revenue, and should have kept it going a bit longer at least.
As others have said, an overall plan is more important than limiting series to an absolutely fixed number of seasons.
.