I really enjoyed the entire show as well, caught the finale last night. I kind of thought Lou might be dying since they had been foreshadowing his health issues, and how they ended the second-to-last episode. The start of this one had me going, probably because of the scenes outside the building and Lou in the morgue. If the show hadn't been doing this for years with Tommy's visions, I would have considered it a cheap trick, but it fit right in with the rest of the show.
The birth scene felt rushed, like they wanted it in the show, but didn't have time to do what they wanted to do with it; that was my only complaint about the episode, but it wasn't a major one. I was surprised that Jimmy and the rest of Tommy's ghosts (his dad, his son, his brother) didn't make a brief appearance somewhere. I'm also surprised (but kind of relieved) the crew of 62 truck didn't decide to reunite with Franco as the new Lt. I really liked the final scene, which was an extremely similar scene to the very first scene of the series. It was definitely a solid ending to a great show, which will be missed.