Great ending for what will remain a great show. More: an important show. The writing really is phenomenal, because it manages to give an extreme feeling of reality to the fiction by shedding or hiding most of the usual devices (to the point you almost forget it is a fiction - see below for an example), but at the same time almost every single scene is carefully crafted to say something more than meet the eyes.
Example: Terry's testimony. In a run-of-the-mill fiction, Terry's testimony would be a narrative climax, an opportunity to use a wealth of court room drama trope. Maybe Terry would have a long and poignant monologue against the corruption in New Orleans, maybe there would be an unexpected twist during the proceedings. What we get here is a very brief scene that only informs us the testimony happened and that emphasize the 'facing the citizens' nature of a Grand Jury. It's hard to be more anti-dramatic, but that's what is so effective and smart about it.