Of all the shows I've seen to the end, Monk is the only one I can think of whose ending provided closure and didn't feel rushed or jarring. Fringe looks like it's building up to a good end though.
Discuss shows that ended well, and feel free to post the ending if you can find it.
No clip, but the incredible closing song from Monk, by [url=http://www.youtube.com/watch?v=uTM6mmAqRwA]Randy Newman[/url].
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Monk was really good. As for series finale, if the series was good enough no ending would be able to console you for it being the last episode ever.