What do you hope DOESN'T happen in the S4 finale? *SPOILERS*

[Commander_PonyShep 349]

For me, I don't want to see it end in a cliffhanger.

 

In the promos, there's a clip of Tirek sending Celestia, Luna, and Cadence into Tartarus, probably after learning that their magic was gone.  And then, once Twilight and her friends defeat Tirek with the Rainbow Power, the three princesses don't break out of Tartarus, and will remain there until Twilight finds a way to rescue them, probably in the Season Five finale.

 

In other words, they leave behind unresolved plot-threads like the one I explained above for the next season.  Besides, the show is at its best when it's a collection of slice-of-life episodes, featuring Twilight's friends, or hell, Spike or the Cutie Mark Crusaders.  To turn it into an ongoing story would only turn fans off the show, as they'd have to wait an entire year for that plot-thread to be resolved, even though it'll only drag on until the Season Five finale.