KaBlam! springs to mind most readily. Its original run was troubled throughout, then it disappeared into the ether. Lots of anime too, most notably Angel Beats!, The Big O and Saint Seiya.
Having watched British TV all my life, I'm used to great programming ending exactly where it ought to, even if that's not a particularly large run. This appears to be a peculiarly British value judging by how many people from elsewhere (particularly Americans) bemoan the shortness of, for example, Spaced and The Young Ones.
Matter of fact, here's a small litmus test (bit of a tangent, I'll allow). Faulty Towers (12 episodes), The Young Ones (12), Bottom (18 plus stage shows), Father Ted (25), Spaced (14), Black Books (25). I reckon they all got the ending they deserved. Anyone disagree? Anyone think they fit right in with the general theme of this thread?