Firefly and B5
Heresy, probably, on this board, and I admit I'm new to Firefly and Serenity, having only recently discovered the DVDs (I'm in the UK, so the failings of Fox passed me by); but I rank it alongside Babylon 5, which also follows a complex and deep story-line with episodic character, as a great sci-fi series.
They're different, of course; different worlds, different future, different issues. Firefly tells exclusively of a human future history, while B5 deals with a broader, deeper, more fantastic sweep of alien nations and long-buried conflicts. But in terms of believable characters with complex histories, inventive story-line and plots, good back-story and very good scripts, I'd say they're comparable.
And of course, B5 was, like Firefly (only later, during its fourth season) ultimately the casualty of the devastating withdrawal of support by a short-sighted commissioning network.
I've watched B5 a number of times, right through seasons 1-4 (not so the rump season 5), and keep coming back to it; I believe I'm going to enjoy the same relationship with Firefly. And it helps that I'm a big Joss Whedon fan.