Lost. They played around the mystery so well but they just didn't have a good enough mystery to serve as a payoff. Imo in some ways a brilliant show but severely let down by the lack of enough, and good enough things to reveal as things slowly unfolded.
Heroes. Again, amazing start, but they couldn't keep up with their own show. Imo in both cases it was as if they ran out of ideas, -they just didn't have someone who was, or an organisational structure which was, capable of stringing things back together for a resolution in the first case, and for devising interesting plots as the variety of powers and scope of things grew in the second. Also, imo heroes had some other dumb flaws that were there in the first season but not particularly noticeable when it was just so cool. Maybe lost did too but I can't recall.
I do think just the appearance of the promise, of something just so so great, was valuable in itself, in both cases. I'll be sure to go into any future shows with the expectation that that is enough for me, (and it really is something by my lights), so I'm not disappointed if they don't explode into awesome cascades of brilliance, and surprised and even more delighted if they do.