That's weird, I started writing my contribution to this thread a few hours ago but got distracted by googling Goodbye, Farewell & Amen. It's one of the greatest pieces of television ever.

Anywho, others I was going to include:
Freaks & Geeks - shame it didn't get a second season but the last episode works perfectly as a final episode.
Spaced - Leaves open the possibility of Tim & Daisy getting together but doesn't push the idea in your face.
The Office (UK) - The way everything finally works out is beautiful. There are things I prefer about the American Office but there's no way the ending (if they ever do end it) could even hope to compare.
The Wire - Because, well, The Wire.