Futurama is my favourite show of all time. I wish they would make more episodes, but 13 this year only, and 13 next :-( Hope they pick up! Nothing matches Futurama in any other medium or genre for its wit, creativity and sheer entertainment and fun. Anyone who disagrees can kiss my shiny, metal ass!
Other than that, QI is a simply brilliant, every show, without fail. I can't stress enough how good it is. Top Gear (UK) is great too.
I also like Dexter, Big Bang Theory which will restart in a week, looking forward to Game of Thrones picking up again next year, thoroughly enjoyed 24 and Smallville while they were on, Legend of the Seeker (deceased before its time) & House MD. Enjoyable but they all ended naturally.
But some phenomenal shows I can rewatch and wish for more of but are sadly relegated to the past:
Battlestar Galactica
Blackadder
Fawlty Towers
Columbo
Extras
One last mention for an unsung show I adore is "Death in Paradise" starring Ben Miller as a British detective sent to work in the Carribean. Murder mystery, with bits of comedy, great storytelling and characters (including Cat from Red Dwarf). His character is fun to watch and it's always a great game to try and solve the murder before him (they do give enough information), though I didn't manage it even once in the first series :-(