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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Star Trek TNG's finale of "All Good Things" was (IMO) well done. They could have easily never made a single movie and the series would have been well-served.