There is said to be two types of TV sitcom, episodic and serial. An episodic sitcom is a show like The Simpsons or Family Guy, where a single issue is presented for that episode and the episode ends with the resolution of that issue. Often times at the conclusion a lesson is learned. With more controversial and political episodic sitcoms like South Park or the Boondocks, a social issue is addressed or a political statement is made and episodes end when the point has been made and next week a brand new issue is addressed. Serial sitcoms are very different. With serial sitcoms, a plot is present throughout the entire series and every episode is an advance on that plot. Thus each episode may not end with a huge resolution or life lesson, in the case of the serial sitcom Lost, most episodes actually ended with no resolution and even more questions.
(Funny clip from Arrested Development, however this clip is even funnier if you get all of the references to past episodes)