The ONLY thing I saw wrong with the series was the total lack of continuity. If they had set it series before the events of the first movie, and over the seasons, built up to the fight with Kurgan and Connor that would have been awesome. During the series there could have been appearances by Kurgan and Connor, slowly working them into the story line. Then when the show was canceled all you had to do was watch Highlander to see how it all ended.
One thing I cant get over is a lack of continuity in a story line. As a stand alone entity, the show was ok, but I just hated the lack of continuity.