The worst series finale EVER (well, for a BOOK series) was for a Series of Unfortunate Events.
I will put my rant in spoiler tags.
Spoiler Below The 13th book sucked. MR. HANDLER (notice I didn't correct it to Mr. Snicket, I'm so ticked), YOU DO NOT END THE SERIES WITH KILLING OFF NEARLY EVERY CHARACTER!!! And I know that the boat the Baudelaires and Beatrice escaped on sank, too, because I read the Beatrice Letters, and I know. Yes, I know I found the most success in the ASOUE fandom, but don't expect me to check in very often. With Duncan, Quigley, Isadora (and GASP) Fiona (see "Fiona Rant" below) dead, this screws everything up.
In the words of my friend Elphie Marky:
I really hate Fiona. A lot. She was okay in the beginning of the book. And then Klaus was all like "ooo Fiona" and I'm like "no you have to love Isadora b/c she's cooler." And then Fiona was all like "woo I'm a traitor and I'm gonna be on Olaf's team with Fernald" and then she kissed Klaus. I knew it was coming, I heard it before. And then I was like ahhh no. I hate Fiona. Isadora&Klaus forever!