The Shield for reasons previously mentioned, but the context makes it even better. At the time, many shows were ending ambiguously or with outright cop outs. Nobody seemed to have the courage or foresight to end their shows in a satisfying matter.* The Shield had always been a show where continuity seriously mattered, and to see it end in such a concise, satisfying matter was even better considering what was happening at the time (and even after. Lost, anyone)
*Sopranos is the big one people mention but I still think the true ending was in the second to last episode, so it kinda doesn’t count?