Firefly: I didn't really get into the show until after it was over, but that something that great could fail shows how much of a dead zone Friday nights can be.
Clerks The Animated Series: They adjusted the order the episodes would air in and it still got cancelled after 2 episodes. Stupid ABC.
Dead Like Me, Wonderfalls, Pushing Daisies: All made by Bryan Fuller, all cancelled way way too soon.
Reaper: They could have written it to an end but the network dangled the carrot of possible renewal in front of them and then left them with an unsatisfying series finale.
I'm sure there's many more, but those are the ones that come to mind the quickest.