Just out of curiousity, what are some examples of how Firefly doesn't connect properly?

I have only ever watched the episodes in the order in which they appear on the DVD, and other than all the loose plot threads that resulted from its being cancelled, the whole thing seemed to flow fairly smoothly.

While we are on the subject of sci-fi shows Fox murdered, I read a few days ago that there is some talks of a Sarah Connor Chronicles direct to DVD film o tie up the series. That would make me a very happy man... I hope it gets made, just to give the show a sense of closure.