Star Trek TNG had a strong finale, so did Deadwood and Six Feet Under. Manimal did, too. That's a joke. I'm sure I'm forgetting a bunch (Did Hill Street Blues have a great ending???). Also, just to toss this in, but, the SEASON finale of The Wire was one of the best shows I've ever seen, ending an amazing season. Season 5 will be the last for this show, sadly.
Seinfeld's finale was actually kind of weak, I thought...especially considering it aired right after a Seinfeld clip show, which was hilarious. It was redeemed a little bit by the very very ending, when Jerry and George end up in a conversation that they actually had in the very first episode.
But, to me, the M*A*S*H finale was the best ever. Just my opinion, but, that's my favorite.