Threshold's concept is very cool. I've seen the first four episodes and it acquires the atmosphere of the X-Files. Actually, it has been described as a reverse X-files because the premise are agents trying to cover up the existence of aliens on earth. Too bad it was cancelled because the original plan was for three seasonal arcs that deal with the infiltration, attack and occupation of the aliens. The arcs were supposed to be called Threshold, Foothold and Stranglehold.
What made the show especially watchable was Carla Gugino, who I still think is one of the most beautiful women in Hollywood.
With regards to The Lost Room, the mini series was supposed to act as a long pilot for a series but until now there has been no news about this. There is a growing number of Lost Room fans and they are all clamoring for a regular series especially since the mini series was well written.