Others have mentioned the ones I would list.
I really liked Lost, but the ending was a disappointment. Not sure how I would have ended it, but not that way.
Sopranos: also weak although the alternatives do not seem a lot better. 1) They all die in a mob shoot out? 2) They all go to prison? 3) They roll on others and are in Witness Protection? 4) They go straight?
Seinfeld: I liked the aspect of all the people coming together to show what jerks they were and even liked the joke about the shirt button at the end, but them sitting in jail seemed weak. The show was never going to have a "very special episode" or a show with "meaning". Still might be the best comedy series ever on TV. (If you like comics or just like Seinfeld, check out Comedians in Cars Getting Coffee at Crackle.com)
Breaking Bad: thought the ending was great. Walt, despite his long walk on the darkside, frees Jesse and makes sure his son is set up for life. Jr will take care of mom and babysister. So in the end, all he wanted to do was to take care of his family after his death and he succeeded.
How I Met Your Mother: well we all know how it ends! The getting there this season has been way too drawn out. The slap episode this week was the worst episode in the series (and episodes have been up and down throughout the series).
While I did not watch much of the series, the ending to St Elsewhere was also pretty bad. The whole thing was something in the brain of an autistic kid?