Agree with you on Sarsgaard and Casey Affleck. Especially the latter, he was great in Gone Baby Gone as well.
To put a more random name out there, I think Vincent Kartheiser (from Mad Men) is highly underrated. Jon Hamm, deservedly, gets a lot of attention for the show, but VK is a major part of why the show's dominated the airwaves in quality for the past three years. But he's totally overlooked while January Jones and Christina Hendricks are splashed across magazines everywhere. Again, they're all great actors, but I just find it funny that so little credit is given to him for being such an important part of the show's success.