Really good shows which got cancelled too soon:

The Ben Stiller Show: I remember watching this when it came on. Though I didn't get some of the pop culture references at the time, the sketches were very creative. The entire run (about a dozen or so episodes) is out on DVD now, and every now and then Comedy Central will air a few episodes of it.

Get a Life: I loved the first season of this show. I lost interest in the second season when too many changes were made, but I can't say if the show got worse in quality or not (one episode from the second season I did remember liking). Some of these episodes have been released on video and DVD.

Working: Short-lived sitcom featuring Fred Savage as an office worker. Very surreal office situations. Personally, I loved the pilot episode, and a few episodes after that. I guess the show lost its way and I stopped watching after a while, but it held such promise...

Instant Recall: No one will remember this show (even IMDB doesn't list it). Basically one of a growing number of nostalgia shows that began airing in the early 90's (a similar show was Memories... Then and Now). Instant Recall aired late nights on NBC (I only got to check it out several times on Friday nights, since it wasn't a school night). All they really did was air a story pertaining to a particular date in history (for example, the guy who shot up a California McDonald's in the mid-80's, the first American space flight, the polio epidemic, etc.). I loved this show and I'm probably silly for saying it, but I was disappointed when it wasn't on anymore.