A few letters expressing how we feel about possible cancellation and about the show can do no harm. If nothing else, maybe we can get the show moved back to Wednesday nights, where the ratings were solid and the show was doing very well. We've made fansites, written letters of support to the cast, and through it all we've smiled and heartily supported the show and its cast. We know how hard this show has fought to get where they are now. It does no good to complain after the fact.
Handwritten letters carry way more weight than typed letters or e-mail.
Keep your correspondence from looking like a computer-generated mass mailing. Keep it concise. One page is enough. Voice your concern in a civil manner. Nasty rants and raves are quickly dismissed.