Thought that was a great season finale.
Don's been working on improving himself through the latter half of the season (as his new fiance notes), and yet instead of confronting Dick Whitman and doing what Faye thinks will cure that feeling in his gut, he retreats into a quick engagement to someone who only thinks she knows him. As a viewer, I was torn between being happy for him (because he does seem genuinely happy and she is smokin and she's good with the kids), and being concerned for him because this is impulsive and will force him to perpetuate his lies to a new wife.
I also thought Peggy's role in the episode was great. She saved the firm, and barely got any recognition (although Don was genuinely proud of her). And also that statement Don made -- something along the lines of "there's a lot about her that reminds me of you" -- was very interesting.
Sometimes you eat the bear and sometimes, well, he eats you.