I think it's tied with Six Feet Under as the greatest ending. The Shield does NOT disappoint.
Way awesome, because I've been looking at Six Feet Under as well. Just not right now as I still have way too much stuff to watch. My list of "Shows I want to check out at some point" includes The Sopranos, 24, Six Feet Under, The Walking Dead, Sliders, Oz, 30 Rock, Dollhouse, Terriers, Carnivàle, Eureka, Wilfred, Rome, Fawlty Towers, Dead Like Me, The Lost Room, the new Spartacus thing, Curb Your Enthusiasm, The West Wing, Friday Night Lights, Friends and Battlestar Galactica.
The list of shows I've started and really should finish before starting new ones is about half of that list.
Also, a vaguely spoilery thing about The Shield I find hilarious. When I watched the pilot, the twist was pretty much the best goddamn thing I've ever seen. Thing is though, the further I get into the series, the worse the twist becomes. The twist is obviously done for shock value, but is completely out of character. I cannot imagine the scene where these guys talked about their plan of doing what they did in the pilot, without it ending up like the end of season 3.