Babylon 5 and Farscape seem to be my current favorites right now.. Farscape had a problem with wandering into the totaly wierd sometimes.. It didn't seem like they had a story arc in mind the way JWZ did for B5.

The story arc is a great thing, as long as there is a breather every once in a while. where newbies can hop on. I have several anime series that are great this way.. Off the top of my head, Trigun, Outlaw Star, Lain, Evangelion. All of them seemed to have atleast some start, middle, end in mind.