I was pretty happy with these endings:
...
Merlin
I found that ending rather unsatisfying. I felt they took too long to get around to Arthur finally learning the truth about Merlin, and once he did, too little was done with it. And I feel they dropped the ball on the overarching mission of the series. For years, Merlin's toleration of Camelot's persecution of magic-users was supposedly justified by the knowledge that Arthur would one day undo that injustice and create a society where all people, including sorcerors, were treated fairly and equally. Merlin's whole quest throughout the series has been to bring about that goal. But we got no resolution for that. There were hints that the laws against magic might be repealed later on, but it was nothing more than a cursory suggestion, a totally inadequate resolution for such a central thread of the series. I really found the finale to be a failure on many levels.
DS9 (although it did continue in novels)
Voyager (continued in novels)
I wasn't too satisfied with either of these. DS9 dragged the war out far too long, forgetting that the story of DS9 wasn't only the story of the Dominion War. I would've liked them to wrap up the war at the end of the sixth season and spend the final year telling the story of its consequences and aftermath -- although at least the novels got the chance to explore that. But DS9 in a way had the same problem as Merlin. The mission defined for Sisko at the start of the series was to bring Bajor into the Federation, and we never saw the resolution of that thread. Or rather, we almost saw it, but it was deferred and then never revisited.
As for VGR, it dropped the ball on the denouement even more drastically. At least DS9's finale spent time (too much time, I felt) giving the characters sendoffs, but VGR's finale just ended with "Look, we're home, fade out" with no exploration whatsoever of the impact that the characters' return had on them or on the Federation.
Dollhouse (it continued in comics)
Well, not really. The "Epitaphs" comic fills in the periods before "Epitaph One" and between that and "Epitaph Two." So the story hasn't been continued beyond the finale. And it got a pretty decisive conclusion.
Smallville (continued in comics)
Another finale I found underwhelming. The thread in the preceding season was about Clark coming out in the open as a hero, showing his face to the world, winning their trust. I thought they were building to a climax where he'd appear before the people as Superman and make a grand speech inspiring them to overcome Darkseid's malevolent influence, thus providing a resolution to that ongoing thread. Instead we get maybe 20 seconds of him flying up and pushing a planet away, without a single person (or viewer) getting a good look at him as Superman. Which is an absolutely terrible resolution. Not to mention that it's unclear what exactly lets him suddenly learn to fly, since it seems to be nothing more than a flashback montage that triggers it. Not to mention that he and his allies callously kill the possessed humans they're fighting. Not to mention that they brought back Michael Rosenbaum's terrific Lex Luthor only to give him an ending that rendered his entire character journey irrelevant. All in all it was really pretty bad.