What I liked most about the series was how well planned it was. The first episode is almost entirely foreshadowing of events that happened later. Contrast that with something like the newer Battlestar Galactica.
To be fair the fifth season wasn't as good as the first four. Whether you chalk that up to JMS holding stuff back for Crusade, TNT interference, JMS getting tired after five years or simply a poor story. I was expecting something amazing to finish the show but it was just lackluster.
Galactica, while obviously making it up as they went along, had a great ending.
Expecting the Series to be cancelled, he moved stuff into the end of S4, that was meant to continue playing out in the first few episodes of S5, and S5 stuff should have begun starting in motin before S4 ended. This would have made a smoother end to S4 and S5 beginning, rather than S4 ending being too crammed (Though it did make it awesome) and S5 starting up cold again from a beginning.
Having said all that, it's only the first 8 episodes +/- of S5 that most people are unhappy with alot of it. The second half of S5 is every bit as good as the best of what the show had to offer IMHO. Did you watch all the way through, or stop watching in the first half of S5?