You know you've seen a good cliffhanger when two days later you're still trying to process what happened. While cliffhangers are designed to torment us (me specifically), when they're done right there's something about them that is almost beautiful in the way they make you think. Stick with me for a moment. I'm not talking about the cheesy Goosebumps style chapter endings, the "little did I know nothing would ever be the same" types, but the ones that turn everything you've thought on it's head and make you rethink everything that has happened up to that point.
As I'm sure you've gathered, there is one show I have in mind right now. It's the last episode of White Collar before the Christmas break. It's a brand new show, so most people haven't even heard of it yet, but I highly recommend you watch it. The episode I'm referring to can be found here (or below for the more lazy), but I think you'd appreciate the cliffhanger a lot more if you watch as many as you can that came before it. A fun activity for after finals! They did a fantastic job. I have to admit that at first I started watching the show because it looked funny and the main guy was in Chuck (and he's rather pleasant to look at). But after this episode I am 100% in.
Also, another quality cliffhanger that coincidentally has the star of white collar in it is the season finale of Chuck. You should watch it too. It's back in January! Thank heavens.