Another example of a show that handled its mysteries well was Babylon 5. Most mysteries were only held out for around a year before they were resolved and logical clues were laid out along the way so the eventual answer made sense looking back.
Most of the debate about Lost seems to be centered around the number of mysteries that were answered/unanswered. However, this tallying up of resolved mysteries is a misleading metric because on Lost often the resolution/answer made no sense.
Thus we get unsatisfying "answers" that bring up more questions that have no chance of getting resolved because the writers have already decided that the issue is closed. My favorite example is The Button, which eventually got an answer of "why it's there" but not "why anyone would be so stupid to set it up that way". An important distinction considering the entire second season was based on this plot hole. Some might consider that question answered but I would not.
As a side, another thing about Babylon 5 that was unique at least with the TV show's I've seen is the way it ended. Instead of saving up everything for the last minute and going out with a bang, it resolved most of the major plot threads several episodes before the finale, then used its remaining time to deal with the aftermath, tie up loose ends, and give the characters proper sendoffs. All at a realistic and satisfying pace. More shows should end like this.