See, I think Roswell had the perfect ending, because it dealt with the 'what do you do after high school' problem, and it pretty much finished everyone's storylines. I don't like the idea of following them all around the country, following Liz's visions. Maybe it's because it's ten plus years later and there's Supernatural now, I don't know.
LEVERAGE! I cannot stress enough how much I hated the fact that that show was ended. All the cast were so psyched for another season, especially given what kind of show they could have had, considering the S5 finale. We were at a convention with Christian Kane and Timothy Hutton about three weeks before the network made the announcement that the S5 finale (which was due to air on Christmas Day) would be the series finale, and they were both so desperately hoping that they were brought back, they were so in love with these characters that they didn't want to let them go.
I wanted to see Eliot, Hardison and Parker going solo with the list they stole. I wanted to see Nate and Sophie being all happy and in love and travelling and helping random people and finally getting their happy ending. And I wouldn't give up Crowley for the world, but it would have been nice for Sterling to keep being the thorn in Nate's side. They had such a unique set up for S6, it would have been so interesting to see if they could pull it off.
Next would be Firefly, because there's some things from the show that aren't picked up in the movie, most notably, Inara and her little vial of poison. Not that I'm saying that I would have wanted to see her gang raped by a bunch of reavers, because I don't, not at all, but I did want to see why she thought she needed to keep that vial on hand, if something happened to her in the past that made her seek out protection and revenge like that.
Torchwood is another, though I don't actually know if they'll never go back to this, though the cast (John Barrowman especially) seem locked into other projects. I want to see Rex deal with the fact that he's like Jack now.