Rule #2: If the series gets most of its juice from a central mystery, throw the viewers a bone at the end.
Awake is sort of a depressing example, because, like Fringe, it offered an interesting twist on the procedural formula. A police officer wakes up in one time line where his wife's dead and his son's alive, goes to bed and finds himself in another time line where his son's dead and his wife's alive (a friend of a friend calls it Sleepy Cop). But it never quite hit, and even at one-and-a-half seasons, it felt like it had gone on too long. That said, this was actually not a show that benefited from deep exploration of its cosmology. It was about deep exploration of its character, and you wanted to know exactly what had happened (caution: potentially spoilery link) to him so he could move on with his life.
Ultimately, the show did what it was supposed to do in its final moments, which was give the viewer (and Jason Isaacs' lead character, who'd suffered enough) some catharsis and also enough ambiguity to fuel fan discussion for some time to come. There are people who hate the series finale of The Sopranos, but I'm not among them—overexplanation is much worse. Remember when The X-Files just would not shut up about the secret conspiracy that pretty much everyone on the show knew about by the end? Still, nothing is as bad as no explanation at all. I'm looking at you, Sliders (still, a show has to be worth watching for the resolution to mean something, and if you're like Sliders, you've already broken rule #1 so hard that rule #2 doesn't even apply).
Awake gets bonus points for a Stephen Hawking reference in the title of its ambiguous finale, Turtles All the Way Down. From Hawking's A Brief History of Time, which you should probably read if you're going to write science fiction:
A well-known scientist (some say it was Bertrand Russell) once gave a public lecture on astronomy. He described how the earth orbits around the sun and how the sun, in turn, orbits around the center of a vast collection of stars called our galaxy. At the end of the lecture, a little old lady at the back of the room got up and said, "What you have told us is rubbish. The world is really a flat plate supported on the back of a giant tortoise." The scientist gave a superior smile before replying, "What is the tortoise standing on?" "You're very clever, young man, very clever," said the old lady. "But it's turtles all the way down!"