New Yorker TV critic Emily Nussbaum (and yes, spoilers in the quote and article for the entire Mad Men finale):
I don’t think the show was saying that real change is impossible. In fact, nearly everyone around Don changed quite a lot, and in ways that ring true for people living through decades—a real rarity in a TV show. Pete and Peggy and Joan, in particular, barely resemble the people they were at the beginning of the show. They’re stronger, clearer, and also more ethical. Their relationships are authentic. (Roger not so much, but that’s why we love Roger.) But if Don Draper is as much a symbol as a person, maybe that’s the point.
Among the many shows its compared against – from The Sopranos to Breaking Bad – Mad Men’s final world view ends up far more optimistic.