At first I was pretty dissappointed, but after rewatching it and thinking about it, I believe it was a good ending. I am sure the loose ends will be tied up in future episodes.
The patheticness of Red John as he died at the hands of Jane is a beautiful example of how sad some "evil" people are. Egotistical, and wimpy when confronted while they aren't in control.
If this really isn't the end, I'll be surprised.
I'm thinking that, as abstract as it sounds, the birds or pidgeons are a clue. Infact, I think they are the big "clue" at the end of episode 1, which Heller said wouldn't make sense in context. I say this after episode 2 because we got another shot of pidgeons/birds for no real reason that I could find...Lisbon and Jane are sitting on the bench, and Jane looks at the birds the lady is feeding. It's just strange...