Right. I love Roughnecks, and they cancelled at the worst possible time (right before the invasion of Earth). So now I want to see more, but I know I never will. So I enjoy what I have. Too many decent shows get ended before their time, but I think that Big O had more closure than some to it.
War.
Space: Above and Beyond.
And for the record, I felt like Big O had anti-closure. The ending confused the hell out of me.
Jake 2.0 (The the show title was meh, but the show was good. Unlike similiar shows, super powers didn't guarantee "top agent" status. Each episode, Jake earned or lost status. He was still a lowly agent when the show was cancelled.)
Act 26 of Big O was confusing, and by design was intended to have anti-closure, according to the P-C.com forums. (Read the translated Act 26 synopsis.) Konaka's original Act 26 provided closure, but CN asked that the ending be rewrote, to accomodate a third season. Maybe they should just create Konaka's Act 26, and make the current Act 26 a "lost episode" on future DVD collections?
.The Final Negotiator.