The prematurely cancelled show that I most miss and would most love to have at least one more season of is... *drum-roll* The Borgias! The story was hardly complete by the end of its third-and-final season, and there's so much more history there that could have been explored! The series should honestly have ended with the Borgia pope's death, just as The Tudors ended with Henry VIII's death! (Or perhaps with Machiavelli writing The Prince?) I heard that Neil Jordan is planning on creating a book to present the remainder of what he planned for the series though, so at least there's that.
I strongly suspect that I'm going to be in the minority opinion with what I'm about to type next, but I would also have liked to see at least one more season of both Star Trek: Enterprise and Caprica! Now, stop laughing and hear me out: Enterprise was actually starting to get good during its fourth-and-final season, and moreover started to act like a proper prequel series to Star Trek! The events in Enterprise's series finale in particular deserved to be naturally presented within a full season rather than heavily compressed within a Next Generation holodeck simulation so that it could still naturally end with The Federation's birth! If Enterprise ran long enough, we could have even seen the war between Earth and Romulus! Caprica's series finale similarly ended with a heavily condensed version of where the writers ultimately wanted to take the series, and I honestly would have liked to have seen that expanded into a full season that naturally and properly bridged the gap between the series and the first Cylon war (and resolved some of the contradictions with Battlestar Galactica).
Finally, I also would love to see a proper conclusion to Twin Peaks--though I fully acknowledge that far too much time has passed since its finale! Similarly, I would like additional episodes of The Sarah Conner Chronicles just to explain the final scene of its second-and-final season!
Another season of Joss Whedon's Firefly would have been cool, but I'm content with the Serenity film!