Just noticed this thread, and had thought about starting one myself.
While the 4th season was mediocre, overall I loved the series and the 5th season really rebounded the show. And, yea, the last few episodes, from Ecotone (a certain character's death, foreshadowed by the crow at his 40th birthday party) to the last were just great. The last minutes of the series finale were the best TV I have ever seen. I don't cry very easily at all, but, man, I was inches from bawling my eyes out and those scenes were all I could think about the next day. Those characters felt so real that their future deaths were just palpable to me. My wife actually started crying at the end of Ecotone since she hadn't seen it coming like I did.
HBO has obituaries for the characters up on their website. And the 4th season comes out on DVD today (I own the first two).