I have to say the biggest mind blowing season finale was at the end of Firefly's 9th season. After years of fighting against the Alliance, Mal Reynolds is killed by Alliance deep cover agent River Tam.
Then the body glows, and Nathan Fillion changes into Charlie Sheen and is alive again. He just stood up and said "Call me the Captain.'
They called it a 'regeneration' in the season 10 premier. My friends as I were talking about that all summer long.
I only hope they manage to close the series out as satisfyingly as they did Battlestar Galactica. I was worried they'd pull some lame 'God did everything' thing, but they really managed to tie up everything perfectly. It was almost as good as Lost's ending. Hopefully Firefly's series finale will live up to the same standards.