Since I'm coming rather late to the party, I'll offer only very brief thoughts on the season finales I've seen thus far:
Lost: I did see the twist coming, but for literally one second only (her posture as she stepped towards the light gave it away). A complete package of a season finale - suspenseful, moving, funny, exhilarating (Hurley's van charge may have been the most exciting event of the TV season for me), and shocking. I can't think of 48 hours of more anticipated-by-me entertainment than these last three forthcoming seasons.
Gilmore Girls: A remarkably effective finale, with blessedly economical closure on the Luke-Lorelai front, great use of the entire town, and some very nice moments from the elder Gilmores. Still, that the Palladinos have stated interest in a two-hour movie that would tie up loose ends is happy news.
House: If the "game-changer" truly changes the game, then excellent. If not, then a bit of noise to no effect.
Scrubs: I suspect that all of this JD-Eliot stuff is a smokescreen, a kind of Lucy and the football thing done almost to mock the fans who want them together, and that the next and final season will see that near-kiss never consummated, Eliot and Keith happily betrothed, and JD and what's-her-name happy parents. But I could be wrong.
My Name Is Earl: I loved it. And I hope they run a bit with the "Earl in jail" story and don't spring him in an episode or two. And for all that is right and holy, I hope they bring back Marlee Matlin!
The Office: Just a perfect moment at the end. Jenna Fisher earned an Emmy just with that final moment of teary happiness - so real, and so effective. And I hope that the Ryan-in-corporate story goes places, and that the character doesn't just disappear. Lots of fodder there.
Still to be seen: Veronica Mars (taped), How I Met Your Mother (missed! ugh!), and Heroes (I'm a good five or six episodes behind, actually).