I tend to support the "Angel" thing more than anything. However I believe they always intended to continue that, BUT the actual truth was that Joss lost battles with the networks over creative control of his ideas. Apparently the last season of Buffy was more or less the fault of those ongoing creative conflicts, and a lot of the problems with it were the result of Joss being sort of forced to write by comittee.
I do not consider the comic book thing "Canon" simply due to issues of format and availibility. I have sort of been hoping there would be some kind of movie, spin off, or new show that would tie into it and resolve the cliffhanger and such without having to actually show the old characters as the actors currently are. As far as I'm concerned to really tie it up requires something in video.
There have also been some truely depressing endings to anime series (Speed Grapher being the most memorable example in fairly recent memory). Anime having this nasty tendency to totally ruin itself in the last couple of episodes. I guess like a Steven King novel it does leave you guessing at times.
That said there were plenty of series that ended without any real closure through the years. Once upon a time they didn't even plan for series to have proper endings.
When it comes to things like "The X-Files" one of the problems is that when your intentionally obtuse and mysterious enough and switch things so much to try and keep people smarter than you guessing even after they get it right, no ending is going to satisfy the viewers. Thus the only way to do it is to basically end it with more questions.
This is sort of what a lot of people are predicting for "Lost". But then again in the last couple of seasons they have been trying to focus a lot on this time travel stuff and are turning the show into a bit of a temporal drama, forgetting all about things that were pulled out in the beginning. There were lists compiled about all of the ends needing to be tied up in the past.
All I can say that is that if JJ Abrams can avoid the most annoying ending in history with that one, he will have made his career more solidly than anything else he's produced.
Oh and if you liked Joss Whedon's musicals look up "Doctor Horrible's Sing Along Blog". I'm not kidding, it's a 45 minute musical production by him.
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