To get the obvious out of the way, Firefly.
Also: Rome. One of the best TV series that I've seen; the acting and writing were all fantastic, and it had terrific production values courtesy of HBO. Sadly, the ratings weren't good enough to justify the expense and it was cancelled after 2 seasons. A real shame.
And now for a pre-emptive one. I'm rather worried that Game of Thrones will go the same way Rome did, and really hope that I'll be proved wrong. It's just so good; I'll be extremely happy if all seven books get adapted (when they're finished, anyway).