There are way too many to list. And as xman pointed out, sometimes it's better for a show to end while it's still popular rather than degrade into something that we all wish would end...
But then again, there are many others that never got a fair chance and were canceled before we got any sense of closure, leaving us empty and feeling like we wasted our time ever watching them...
Kyle XY
Driven
Dark Angel
Heroes
Jericho
Invasion
Terminator the Sarah Conner Chronicles
Freaks and Geeks
Wonderfalls
Pushing Daisies
Tru Calling
Deadwood
Surface
John Doe
Kindred: the Embraced
Grosse Pointe
Brimstone
My So Called Life
Kitchen Confidential!
Jake 2.0
Profit
The Book of Daniel
And many, many more...