Is the Blue Sun Corp. really a loose end, though? They weren't really mentioned by name anywhere in the series, were they? I've watched it a million times, but I guess I could have missed it somewhere, but Joss mentioned it a bunch on how it was going integrate, and they did have ads and stuff in the background for Bluesun, but did they ever really tie it into anything at all before the series ended?
They do have Saffron to deal with, and that very rare/valuable laser pistol that they need to find a buyer for, though. I've wondered if maybe Early might have a recall button on his uniform that would call his ship to him or something. Some way to escape floating out in space. You'd think someone who has a habit of entering ships in that manner might have something, in the event that he gets knocked off the hull. I suppose it's possible that there was a teather there at one point, and River had released it. Still, he was too cool to not show up ever again.
I think the biggest bummer of all after the series ended was not finding out about Books background. I could live without seeing the Cap and Inara together and finding out why she was hanging out in the outskirts (afterall, most romantic duos die on TV after they get together, after seasons of all that sexual tension. All the sparks are gone.) I could live without finding out the secrets that River has (as it turns out I don't have to. But maybe she's got more?). But for some reason I really wanted to know about Book. That's not to say that I wouldn't like to find out those other things, in addition to Books past.