I liked the BSG finale too! I often feel like that may have been because I hadn't watched it as it aired, but all at once (or rather compressed over a few weeks) after the series was done. It probably lessened the potential disappointment because I had no time to speculate on where things were going, and ultimately disappointed that it didn't line up with my expectations.
LOST. As much as that show was based on the mysteries and the questions it posed, I would have rather it got cancelled before the sixth season could air. I'd rather have dealt with the nagging questions about what it all meant than had almost everything explained poorly.