But it wasn't really "on his terms" and the episode wasn't even really about his death. In the last episode we were told that Walter White is dead. Walter White was sitting at that bar ready to turn himself in, Heisenberg heard his old partners on the tv and decided he wasn't done yet. But knowing that he was dead gave him freedom.
This episode was about how Walt is still smarter than everyone else. How people still after all this time still underestimate him and what he can do. Everything was so incredibly calculated.
He found a way to get the money to his family. He was able to tell his wife that he didn't kill Hank, gave the location of his body and that he had done this entire thing for himself. He embraced it and didn't apologize for it. Cause he knew it didn't matter. He was dying anyways. An apology wasn't going to change anything, but he knew that his family would get the money and that is what he set out to do in episode one.
Walt gave Jesse the chance to kill him. Out of respect for all the hell he has caused him. But like so many times before Jesse, senses he is being played (which is debatable this time) and finally chooses to not do what he thinks Walt wants him to do, what would be best for Walt.
In the end: Walt dies like we knew he would from the start, his family has money, Jesse is free, he is no better off financially really, but he is free again. Every single character that was involved in the evil side of the journey is dead. And the blue meth is gone. Heisenberg's reputation lives on. His "art" will always be remembered.
Best show ever.
Oh and my favorite scene was when Walt turned into Mike for a moment.
"If it's going to come to that Elliot, you're gonna need a bigger knife".