I recently watched HBO’s The Time Travelers Wife full well knowing there was only one season. I think I mostly regret it. I loved the show, and knowing there won’t be any more to watch has bummed me out for the past week. I can’t remember feeling this way about any other show - it sucks.
I pretty much exclusively watch shows that have been cancelled or finished on their own terms. I don’t like tracking down when different shows are coming back or watching a show rapidly go down hill in it’s last couple seasons.