I haven't seen very many series finales. The series I watch tend to get canceled before they can do a send-off. Still....
Better than Lost:
Babylon 5. It got the spiritual/afterlife thing in, but played within the universe's rules. It also suggested reconciliation between enemies, whereas Lost just gave us a gratuitous fistfight between the male leads.
Futurama (first series). Fry's final holophonor solo, and the Devil drags Nixon down to Hell (for poker). One is left feeling hope, justice, satisfaction.
TNG: Sure, most of it didn't actually happen, but it would have happened. There is something appropriate about closing your canon with apocalypse and prophecy.
About the same:
X-Files. Mulder gets a new superpower out of nowhere, and we have a clunky trial. But at least it addressed most of the show's mysteries. The parade of guest stars and reunions is exciting the first time you see it, but it becomes plodding on rewatches.
Worse:
Quantum Leap. A couple of neat tricks, but no real finality except for a title card that disappointed many viewers.