Lost: the best series ever!

Lost is my favorite series!  I have just seen just saw the finale (or: final episode) yesterday evening (better: last night), and finally, it was exactly like the entire serie, incredibly well written.
The characters are subtle, the story is poetic and deep and six years long, and it was impossible to miss an episode.
I can't believe one day we will see a better serie. (I can't believe that we'll ever see a better show!)

In U.S. English, in conversation, instead of "television series," which is correct, we often talk about a "show" or a "program."  Example:  "Lost" was a show that was on TV for years.

I think we say "I just saw ... last night" and use the simple past, because the action is entirely in the past, and it is complete.  Here is an example with a past participle, "I have just seen":
Friend 1:  Let's go see the new movie.
Friend 2: Sorry, I've already seen it.  (We don't know when.)  OR  Sorry, I just saw it.  (Maybe earlier that day).

I also watched "Lost" for its entire run.  Some of my friends gave up along the way, but we would always record it and then watch it later.  The other show that we liked a lot was "Six Feet Under" -- I don't know if there has been another show that's as addictive as it was.  We watched the whole thing over the course of six months a few years ago.