Personally, I would prefer "The Face of the Enemy" as the finale with "Intersections in Real Time" as the S5 premiere. That way, S4 ends on a note of hopeless uncertainty. S5 would then start you out with a bit of relief but it wouldn't let you off the hook.
BTW, continuing through vol 12. I get a kick out of jms's mea culpa over some of the episodes such as "Learning Curve" . He really takes himself to task over the way he ends "A View From the Gallery" as well, with Mack's interaction with Lochley. Good to hear because he's right on both counts, in my estimation.