I've watched the finale twice now. I loved the episode and found it an incredibly satisfying close to the season, since I was far more invested in the characters than I ever was in the plot or its ultimate resolution. I felt it completed Hart's and Cohle's arcs beautifully and continued to showcase what has been amazingly adept visual storytelling all season. When Marty was going through the Childress house you could almost smell it and feel that dusky dampness unique to old houses in this climate, and a viewer reaction that visceral requires a of a lot more than just good set dressing. Similarly, when Rust was being led through Carcosa the space was filmed so beautifully that even though it was creepy and tense and claustrophobic, part of me wanted to be able to really get in there and explore the space in detail. As much as I loved the characters and the performances, and as much as I enjoyed the writing (even at it's most over-the-top), for me this show was made by its direction and cinematography. Up there with Breaking Bad and Mad Men for me in terms of beautifully filmed television.
I can understand how/why people who were more interested in the mystery of Carcosa and its potential supernatural connotations, or who were more interested in seeing the cased solved completely and everyone brought to justice, may have been disappointed by the finale, though. There is a lot in terms of plot that's left unfinished. And I can also see how certain other possible endings would have been more satisfying in terms of bringing the narrative to a close. But that doesn't mean I share their frustration with the ending we actually got. Especially after the previous two episodes, which I thought felt bogged down by the responsibility of narrative heft and machination, I definitely preferred an ending like this to one that could have felt written out of obligation to tie up loose ends or to close on a bleaker note.