Haven't seen Deadwood but Rome is still worth it. I wouldn't really say it was cancelled mid-way. It didn't last as long as HBO would have liked because BBC backed out of their partnership but it doesn't really have any loose ends either. A lot of people say season 2 wasn't as good because HBO had to consolidate too much but I think it's mostly because season 1 was about Caesar and Octavian just isn't as interesting.