Ironically enough, the last line of the series is, "It'll never be cancelled!" The show was cancelled by CBS shortly after this episode aired; the principal reason, it appears, was the large regular cast, or more precisely, the cost of all those actors. Or at least that's what they said.
Noticed at the end of the credits a page saying it was filmed in New York. Was under the impression that after the move to California that all filming was done there. Have to wait until it airs again to confirm. Considering that the main reason for cancellation was the expense to film the show it would be very odd that they would move it back to NYC for just the finale.
Last show of the series.