One of the best endings of any show I can remember. It answered the biggest question of the show (concerning Stan) so well, and the ending was both surprising and fully earned. Masterful television.
Two short seasons down, it's tight, it's sharp, it could go far.
As a fellow The Shield-lover, I highly recommend you try to finish The Americans.
Btw, funny enough, on rewatches, I actually focus more on the one big Stan question that isn't answered (and, in fact, is actually asked to him for the first time). I'm happy it was never resolved, though I keep wondering if there's some clue that they are hiding in there that will resolve it for real one of these days :)