For me it is always bittersweet. I realise that I have watched through one of my favourite shows ever and am delighted by how good it is all the way through. There are 'off' episodes here and there, but overall it was an amazing show, which although not my favourite of all time, puts me through more of an emotional rollercoaster than any other. So I can sit back and appreciate that what Joss and the rest of the folks at Mutant Enemy did was incredible.
At the same time, I always think that it would have been nice if they could have finished the show on a season with a lighter tone overall. I appreciate that after what the characters have been through their innocence is very much lost and that to keep things interesting the writers had to make things worse and worse so that the audience didn't take it for granted, but seasons 6 and 7, while great, are such a departure in tone from the first 5 that it would have been nice to see it get some of that back before the end.
And of course, I always have a good cry.