Babylon 5 immediately came to mind as the perfect way to end a series. Compare that with Deep Space Nine, which despite a lead-up to the finale, still found a way to cram the resolution of two long-standing plotlines into one episode, while still giving the crew enough time to go their own ways.
Honestly, I'm a little bored of the cliched finales where everyone ends up going their own way. With the exception of high school and college, how often has a chapter in your life come to a close where you and everyone you were friend with all left the same job, moved away, etc. all at the same time. I understand the feeling that we need to have closure on each character, but we rarely get that closure in real life. In a way, I wouldn't mind a show ending with the understanding that "our" time with the characters is over, but their lives still go on. I wouldn't even mind if the main character moved on, but the others stayed behind. It's more realistic for one person to leave and others to stay at a job than for a whole group to leave.
For example, I think Scrubs followed that, in it's first ABC finale (JD leaving Sacred Heart). Even though Kelso had already left his job, he was still around, and really only JD was leaving. The continuation as "Scrubs [Med School]" undermined this a little, but even then, Cox and Turk still worked together, they found a role for Kelso, Elliot was still working, though pregnant, JD popped in for a(n overstated) visit. Though their work location had changed, their world still went on and most of them were still together, with a few exceptions.