Unlike most of the series that were around recently, two things were actually important:
1. series itself didn't take itself too seriously, story was almost always tense and serious but in general the humor and atmosphere were light and fun
2. something actually happens in a freakin' episode, todays series are made either as by the book format (CSI, House etc.) or nothing happens in a single episode (Lost, Heroes etc.). In a Firefly episode there's a character development, overall arc progress (this was season 1, so it was hard to have an overly big one) and there was an actual story of the episode which expanded the universe
The movie, while interesting and showing what Firefly could be molded into with a higher budget, had a problem of trying to connect and sovle everything. Personally thought it had too many things going on and the pacing was off.
Maybe it's better it ended this way, I think series have a problem of turning into soaps after 4-5 seasons. Usually the peak is somewhere in the middle, but basically every character gets not only a backstory but whole backstory through the series itself and writers run out of ideas. Would be nice if Firefly had like 2 or 3 seasons and then a movie wrap up.