Firefly, hands down. I watched the first seasons and had to think "They canceled that? With all the other crap out there?." Total shame.
Tiny Toon Adventures, the series was amazing, also the Direct To video Movie, it should've lasted longer. Animaniacs is another one, just like Tiny Toon, the writing team was amazing, and the best thing was that the series was entertaining for both children and adults since the scripts were full of subtle sexual references and stupid jokes.
I think all the 'Steven Spielberg presents...' cartoons should have lasted longer. According to IMDB, that includes: 'Tiny Toon Adventures' 'Animaniacs' 'Pinky & The Brain' 'Pinky, Elmira & The Brain' 'Freakazoid!' 'Fievel's American Tails' (OK, maybe not THAT) 'Toonsylvania' 'Amazing Stories'
Neds newt was awesome too, it just sucks they do not make that series anymore. Damn, that series could really give you a giggle if you were stoned. Heck I have laughed my arse off, even though I was not stoned. Oh yeah The Grimm Adventures of Billy And Mandy (at least the early ones) were awesome and funny. And the humour was much much more adult than anything.
Carnivale. Great show, second series kinda ended on a cliff hanger then it was cut due to it's huge budget.
IMO nothing can be cancelled too soon. Short or shortened things can be much more satisfying. For instance, (and I know this might be a bad example because it actually had an "ending"), FLCL is only 6 episodes long. Dilbert went two seasons. The Tick. Arrested Development. I'm Alan Partridge, and Saxondale. You get to know the episodes and the content that you have been given. Deconstruct it, become good buds with it. Crap now I'm gonna watch some Dilbert.