It was a shame and a disappointment that the revealed identity was the Sheriff. Some points were intentionally (i think) left unanswered, like the Sheriff-RJ has also mentioned. The only good parts of this RJ finale was the pigeon trick, the recurring insulting manner of Jane, bare-hand strangle and, for me, the most importantly, the quotation of RJ that says: "c'ause I am a real psychic!"...

This little detail was far too god for me for such a lousy so-called finale of RJ; so here i think how the real story goes:

This trigger quotation of RJ made me believe that this RJ candidate was also a puppet under hypnosis of the real RJ, just like the one in the season 3 finale as I remember. I think, the real RJ makes Jane a serial killer step by step, as he killed people with gun twice (one for puppet RJ, one for saving Lisbon from an associate of RJ in season finale), with bare hands, by burying, with bomb (as a setup of Sheriff), so he wants Jane to taste all kinds of murdering one by one and make him a killer up to a point that Jane can't claim anything about his innocence anymore. 

Real RJ? Maybe it will reveal himself as a Season finale of 6; because the story was about PJ-RJ rivalry, and the show must find something really good to keep up for at least another season, or even for a season finale.

The "I am a real psychic" irritation must mean something. I am sorry that I am not satisfied with what we had been given, but again, I am going with Minelli again. The list is merely alive now; only Reede Smith is still living; so, if we hear any more of RJ, I will say that "another puppet bastard" was used again.

Tell me one thing: why did RJ killed those 9 women at first place? He said "I will start killing again, much more this time" via Lorelei Martins; his counted murders are less than the first 9 women; we also couldn't learn the fundamental behind of being a serial 'women' killer (male victims are only a necessity) and a Blake Society leader at the same time.