Stargate Universe & The Sarah Connor Chronicles come to mind for me. Both went under just as they were hitting their stride IMO.
Disclosure: I never saw Terminator 4, so my knowledge of the series is not complete. I'm told that I'm one of the lucky ones, though. :-)
FYI, it supposedly fell somewhere between the T2 & T3 movies in the timeline. Mostly good episodes with the story picking up (and frankly getting crazier in a good way) by the second season.
It's worth a watch if you can handle knowing you won't get all the answers due to its cancellation.