I will not spend time delivering an all-out think piece on the subject. That has been tackled plenty here, here, and here.
Many of my thoughts on the finale, and a series as a whole, has been said in those links. Well, bits and pieces from each one, that is.
I thought the episode was everything I expected and more. Before the episode began, I desperately wanted my prediction of Don Draper (Jon Hamm) returning home to his family, leaving us with a final shot of him looking at his kids and smiling, to come true, it was clear pretty early in the episode that it wasn't going to happen that way. And I'm glad the episode took the route it did.
Over the years, we have seen Don bottom out and find a new solace in life (i.e. swimming, writing in a journal, sobriety, a family man), only to fall further into the abyss than the time before. This final season put him through the wringer one final time. There was a finality in people pulling away from …