Hrm. Finding SF television that fits your guidelines is a tad tricky. Tell you what - I'm going to suggest a bunch of stuff that isn't quite what you're looking for and throw in plenty of caveats. Hopefully you'll find something in here to be interesting.
The Twilight Zone is a classic for a reason, and positively drips well thougth out SF ideas. However, it's episodic, so you aren't going to find anything remotely resembling an episodic storyline here.
Babylon 5 tells a terrific story with a clear beginning, middle, and end, with only a few bumps in the road along the way. It has terrific characters, some great aliens, and the best consistent storyline to be had in televised science fiction. It's also more on the space opera side, with a fair number of space battles thrown in. You also have to suffer through a mediocre-to-lousy first season to get to the good stuff. That said, I recommend it highly.
The Prisoner is actually more of a psychological thriller, but there's plenty of SF elements in this particularly enigmatic classic. And, while it has an ending, I make no promises that you'll find it to be particularly coherant. Overall, however, this is one hell of a show.
Firefly was one of the best things to hit science fiction television in ages, with an interesting ongoing saga, absolutely terrific character interaction, great worldbuilding, and some pretty decent writing. However, it's far more on the space opera side of things than it sounds like you're looking for, and it was cancelled halfway through the first season. Still, it's tremendous fun and the whole shebang (14 hour long episodes) can be had dirt cheap.
There are also a few anime shows that you might find to be of interest:
Infinite Ryvius can be summed up as Lord of the Flies in space. Oh, there's a lot more to it than that, but you get the idea: a bunch of teenagers are stranded on a spaceship at which point things begin to break down. It's got a terrific ensemble cast, the shifting politics of who controls the ship is fascinating, and they have a particularly interesting giant robot. It's good, solid SF; however, it's not exactly dripping neat SF concepts.
I like to cite
Serial Experiments Lain as the most successful attempt to translate cyberpunk to either television or film. (
Blade Runner is amazing, but it predates Cyberpunk as a literary movement by several years, so I'm ignoring it on a technicality.) Lain dwells on our intereaction between the real and virtual world, how we deal with technology, all the favorite cyberpunk tropes - and, best of all, it does it without a trace of chrome or half-baked cliches. (Don't get me wrong,
Neuromancer is an amazing book, but it kinda hurts to see Gibson's ideas beaten into the ground repeatedly.) I do warn you that some of the ideas occasionally wander over from the Cerebral aisle and into the Pretention section, and the ending is a tad vague. I think it's glorious, but tastes do vary. In my incredibly humble opinion, Lain is the most interesting show to come out of anime in the past decade or so.
You may have preconceptions about
Ghost in the Shell: Stand Alone Complex based on it's incarnation as either movies or comic books, but you should really let 'em go right there. As much as I love Mamoru Oshii, the GitS film puts me to sleep every single time. And, while I really like the visual style of Shirow's artwork, his comics aren't what you woudl call real, real coherant. Fortunatly, the TV show manages to combine the best of Oshii's storytelling (long on ideas and great characters, without getting lost in the philosophical rambling he can fall prey to) and Shirow's artwork (stylish as all hell - even if the Major really needs to buy a pair of pants). Stand Alone Complex alternates between one-shots of varying quality (some are terrific, some are decidedly subpar) and a truly ass-kicking continuing story-arc about someone known as the Laughing Man. I won't say any more - if you have any interest in cyberpunk whatsoever - which, in this case, centers heavily on cybernetic modifications, how society deals with it, and the dangers it can pose - this is mandatory viewing. It's not quite up there with Lain in my book, but is wonderful in it's own way...which, in this case, involves special law enforcement units and some truly impressive fight scenes. This is about to be released on DVD in the US, so keep an eye out for it.
Finally, a couple of shows that aren't readily available on DVD. First,
Max Headroom - yes, that Max Headroom - made a terrific crack at cyberpunk television and was way, way ahead of it's time. Intelligent storytelling, black humor, savage social satire - the first season is terrific stuff. Then the second season is rather less terrific, and then it's cancelled, and so much for that. Keep an eye out for the inevitable (I hope!) DVD release. And, on the anime front,
Planetes is an extrordinary series set in a near future where mandkind has managed to get a solid foothold in space, there's a thriving, vibrant colony on the moon, commercial spacelfight is common place...and the worst job in space is picking up debris in orbit. There's an ongoing storyarc, wonderful characters, and some really solid writing, especially once the series settles down and really sticks with the original comic as it's source material. That said, there's no sign of aliens, time travel, or anything remotely like it to be found here, just the nuts and bolts of space travel. It may be a bit on the technical side, but it's still the best damn TV show - anime or otherwise - to come down the pike in ages.
FnordChan
