The whole thing was a bit of a train wreck, but "train wreck" is pretty much what AHS specializes in.
The ending felt more like a send-off to Lange (with her likely departure from the show) instead of a logical thematic conclusion to everything we'd been shown.
I never really bought Dandy as the season's big villain. Stanley, as gross as he was, was far more tied to the freak show and the individual characters than Dandy was. Twisty had more presence as a villain. While I like the idea of subverting the "hyper-competent serial killer" by making him a whiny spoiled rich boy in theory, in practice I found myself wishing that time could be spent with other characters (though not because of any failing on the actor's part).
I just...I dunno. I agree that Asylum is, by far, the strongest of the seasons, both in terms of tone and in terms of balls-to-the-wall crazy "throw in a bunch of weird unconnected elements and see what happens" plotting. This series was also the least supernatural by far, with only one supernatural element (leaving aside the explicit ties to Asylum).
If the pattern so far holds, we could be back to a modern-day setting for next season, but four seasons is admittedly a pretty small sample to discern a pattern from.