Of course, Rome's season two in general was some of the most depressing television I've seen, with Antony becoming the most sympathetic character (among the big shots, anyway) almost by default, even if he's not much less of an asshole himself. And then in the final episode he meets his inevitable death, with the by this point horrid Octavian and Livia triumphing. But the Vorenus/Pullo storyline has a great ending, including the final scene.

Veronica Mars' final episode was pretty good, considering, but the last couple episodes are also really rushed due to the impending cancellation (and while the movie may be a Kickstarter feel-good story, it feels like just another episode of the show, and not even a memorable one - it just looks a little better is all).

Blackadder and Coupling come to mind as having pretty good, memorable endings as well, in both cases ending on a surprisingly serious note for pure comedy series.

That's about all that comes to mind at the moment besides the Whedon series that you already named, I guess there aren't that many series that I've seen the ending of. Lost's was really disappointing, though - the pseudo-spiritual conclusion to all the mysteries was just lame. Not a worthy ending for what imho was one of the best things made in recent decades at its best moments.