I liked the finale.
I've pretty much only seen the first and last season so far, with scattered episodes in between. I think the quality of the writing in the last season was way better than the quality of writing they had at the beginning, which is the opposite of most TV series.
(And I think the biggest mistake they made in the series was the heads. In the series premiere they give the writers an out to make easy references to 20th century celebrities in a show that takes place in the distant future. I mean, who flipping cares about Richard Nixon, really?!)
Futurama had the potential to get more network success, but I think a lot of people were hoping for another Simpsons and instead got a show with nihilist overtones that was at it's best when it was cartoon-violent and cynical. The last season definitely had the heart it was lacking at the beginning.
You are not watching the same show as the rest of us.
The first season is very sitcomy, about getting to know the characters. The best seasons is 4/5 (Volume four on the DVDs).
Nixon is awesone, have you watched the Nixon episodes?