I have a fairly long list of regrets of time spent on shows that didn't end with anything resembling a satisfactory ending (premature cancellations mostly)
Dark Angel
Life
Rome
Deadwood
Carnivale
24 (with Jack Bauer)
The Black Donnellys
Point Pleasant
Veronica Mars
The Sarah Connor Chronicles (though I hated much of it)
Firefly/Serenity
Dollhouse
The 4400
Eli Stone
Dead Like Me
Awake
The Class
Young Justice
Birds of Prey
Blade the Series
Tarzan (2003)
Boston Common
Saved (2006)
Hex
The Cape
Drive
Surface
Cover Me: Based on the True Life of an FBI Family
Human Target
Lie to Me
Studio 60 on the Sunset Strip
Faceless (2006 never got off beyond pilot presentation, it would've been awesome)
Legends
Day Break
Dexter (terrible ending, turned to crap, but I think it could've redeemed itself at any moment)
The Dresden Files (I rather they reboot it though and do it properly)
Eastbound and Down (haven't finished it though, so I'm going to assume I'd want more once I'm done)
Eleventh Hour
The Nine
Ringer
Justice
Kyle XY
Threshold
No Ordinary Family
FlashForward
Forever
New Amsterdam
Twin Peaks (Sequel already on the works)
Hannibal
Thief
Shark
Jake 2.0
Traveler
Jericho
Memphis Beat
Journeyman
The Millers
Luther (not sure if it's cancelled or not at this point)
My Own Worst Enemy
Pushing Daisies
Reaper
Running Wilde
Sleeper Cell
Tru Calling
The Unusuals
Joan of Arcadia
Invasion
Limitless
Those are some that come to mind after a quick browse, I'm sure there are more. Of course, won't mention series that I loved and had to be ended because they turned to pure crap as it went with no real of way of saving it (like The Mentalist)
I'm scratching my head at some of the mentions though considering that they had such a good ending, that there's really no reason to bring it back... in fact I'd hate to see them back and ruin what was a good show (Breaking Bad, Justified, The Shield, etc. for example). Shows that had actual endings to them.
I guess my main interest with most of the list above is to get an actual conclusion to make all the time I wasted on them somewhat worth it, even with the realization that I've watched and gotten attached to quite a few subpar shows.