Jack Shephard, Lost
Was originally cast to play the role of Jack Shephard on Lost. However, this was back when Jack was supposed to die at the end of the first episode. When the creators decided not to kill off Jack and instead make him a main character, Keaton was out.
According to the creators, Keaton was only interested in appearing in one episode, but had no interest in a long term project. It is unclear whether or not creators actually would have wanted Keaton for the revised lead role of Jack Shephard.
Riley Finn, Buffy the Vampire Slayer
Originally auditioned/was considered for the role of Riley Finn on BTVS. Joss Whedon saw Christian playing a darker role, which led to him casting Christian as Lindsay on Angel.
Christian Troy, Nip/Tuck
Was the 2nd choice for the role of Christian on Nip/Tuck and thus would have been casted as Christian if Julian McMahon refused the role. Campos was later cast on the show as Quentin Costa.
However, Campos was more of what creator Ryan Murphy originally had in mind when he first wrote the character of Christian. Christian was originally named Dr. Christian Vega and was supposed to be Latin American. Murphy changed the character's name to Dr. Christian Troy when Julian McMahon accepted the role.
Agent Dana Scully, The X-Files
David Duchovny originally suggested Beals, his former Yale classmate, to play the role of Scully.
I am unsure as to what extent Jennifer Beals was considered for this role but I thought it was interesting so I decided to include it.
Ellen Tigh, Battlestar Galactica
Was offered the role but turned it down because she did not feel she was right for the part. She later took the role of D'Anna Biers, which was written with her in mind.
Most the information is just stuff I know from watching DVD commentary, reading articles and interviews, and and other info sites and forums dedicated to these shows. The list focuses on shows I watch or actors I am very familiar with.
If anyone has any suggestions, I am happy to hear them.