Does 4400 count? Technically it was cancelled rather than concluded but still I like how they wrapped it up.
The only ones I can think of that I wasn't disappointed by the endings were shows that were always a bit meh. Maybe that is where GoT falls apart (as well as the other shows mentioned like Fringe, X Files etc.) - we know it can be so good and so we have the expectation of it being that good right until the end. Maybe expectations excel what reality could ever be. The show is great, moves on to brilliant, moves on to amazing and we expect the amazing, expect the spectacular which just can't be lived up to.
As for GoT, I'm still enjoying it - character development is fast (faster than it should be) and the show has lost some of it's nuances that made it truely special but I'm still enjoying it. The fact we're only one episode away form it all being over and it is still open to who will be on the throne come the final credits excites me to want to watch the final episode.