In the end, Vic Mackey got a fate worse than prison for his crimes. He was left with no reputation other than that of the common thugs he used to arrest and he is relegated to a career of desk duty where everybody knows his crimes and despises him. He lost his family and will never see his kids again as his wife and kids go into witness protection and even his last friend on the planet, Ronnie hates him for betraying Ronnie and not tipping him off about his confessions to ICE. The other characters final moments leave a good look at the grittiness of life. Danny is going to hook up with Dutch (most likely considering the kiss) and he will raise Vic's kid which will irk Vic to the bitter end, Claudette is dying, Aceveda is going to become mayor and has become the typical politician, playing to the citizenry to get elected. Ronnie goes to prison and Shane dies by a horrid, guilt-filled suicide.
I keep telling my friends who watch Sons of Anarchy, whom haven't seen The Shield, that nothing in The Shield ends very well for anybody. I expect that the end of SoA will be much the same, nobody will escape untouched in some messed up way.