Firefly
Jericho
Stargate Universe
Sarah Connoh Chronicles
Crusade (B5 spin off) - although it would have required to the studio to stop interfering (from what I understand pretty much everything that was wrong with it was down to the Studio wanting certain character types as opposed to what was planned).
Pushing Daisies (guilty pleasure).
Honorable mention.
Babylon 5 - yes it wasn't actually cancelled ahead of time, but they were under threat so much that for example they seriously thought the second to last season would be the last, so had to rush through a lot of plot lines in much less time than had been planned for, with the result that they weren't as good, and then the last season was sort of meh as they were using partly unplanned plots and partly lesser plot lines from the earlier seasons (as they'd had to tie up so many of the main ones a season early).
I think they actually filmed the last episode a season early as they were that sure it wasn't going to be renewed.
The list would probably be far longer if I sat down and thought about all the shows that I was thoroughly annoyed when they were cancelled.