IMO Firefly is vastly overrated, so definitely not that.
Actually... i cannot think of one :/ but there's a few that i wish HAD been cancelled/finished.
It's going back a bit. Well a lot. But...
Sapphire and Steel
There was another one where little nano machines absorb all electricity so there wasn't any around. It also had Texas Rangers. They where so cool with the munroe militia aswell, the name evades me.
Boardwalk Empire.
Not really cancelled per se, and I know it had a good run, but the fact that it was a shortened series and all ended rather abruptly spoilt it for me.