I'd say, arguably, that there are several shows that do. Most obviously, and popularly, is "Lost," which had a conceptual beginning, middle, and end when they started out, and although they are guilty of winging it quite a bit when actors decide to leave or when the network told 'em to stretch it out in the 2nd season, I do think it's comparable to B5. I don't think it's as good, but I think it's in the ballpark.
Others have pointed it out, but I think "Avatar: The Last Airbender" is every bit as epic, heroic, sprawling and noble as B5, and beautifully animated. I love that it's aimed at kids, but doesn't really talk down to 'em. I'd also say the first two seasons of "Justice League Unlimited" were nearly as good. Of course that brings up the point of the DCAU as a whole, which, if we assume it to be one series (Which it isn't) and internally consistent (Which it mostly is) ends up being....well, I dont' want to say it's better because it's nowhere near as focused, but it almost became like one series in its final iteration, you know, where they aggressively incorperated the history of all the shows in to one.
I'd probably mention Stargate SG1, which did it accidentally and simply by virtue of a very long run. It's nowhere near as noble nor as smart, nor as good, but by the end its plot structure was labrynthine.