Sure, the questions-that-were-often-never-answered and the cliffhangers were what sucked people in, but LOST was a character driven story. I have so much love for those characters.
I don't feel very attached to any of The Walking Dead characters. I like Glenn, I'd be pissed if he died... but I wouldn't feel sad at all. The only moment that actually got to me was when they finally found Sophia.