There are a ton that were canceled prematurely, or at least I felt like they were canceled prematurely. Enterprise was a shame because it was just getting good. Firefly an even bigger shame because it wasn't even given a chance. Even though I loved the finale of Angel, I still would have liked to have seen it continue for another season or two.
One of my biggest disappointments was Everwood, which was a truly incredible show. There weren't and currently aren't many shows that accurately deal with what it's like to be a teenager or young adult in a town you don't feel comfortable in, or the dynamic between a son and a father that feels genuine and authentic, but Everwood really covered new ground and felt emotionally resonant.
When something soap opera-y like 7th Heaven gets canceled and then brought back to life -- with an already long history on television -- and yet a sophomore show like Everwood gets canceled... it's just annoying and irritating.
I would have LOVED to have seen more Arrested Development, but it's one of those rare shows that was so consistently good and funny that if continuing meant a decline in quality then I'm glad it ended when it did. However, if they would have been able to sustain the type of quality they were producing with each episode, it was a true loss for that show to end when it did.