I'd recommend Fringe for people who like that sort of thing. It starts off as an "monster of the week" kinda show but eventually the writers say fuck it and become heavily invested in an ongoing plot arc. It isn't a perfect sci-fi show. There are dropped and unresolved plots (well, finale is next week so who knows), but the overall mythology is far more coherent than the X-Files was and much less random than I understand (didn't see) Lost's was. The general difficulties of maintaining a coherent plot arc for 22 or so episodes per year are present, but overall it's pretty good sci-fi nerdery.
And it's lasted about as long as it should. I like the show so it'll be a bit of a shame when it's gone, but it has probably run its course.