Keeping in mind that my show ending experiences are limited to the last four years when live, and then purchased DVDs (I own very few).
03 Cavaliers - This may be the most clever ending to a show I've seen.
07 Crown - Love it.
08 Phantom - Duh.
Also, I LOVE the way the Cadets end a show. Marching and playing. Marching AND playing! Company fronts that pinwheel sequentially into another company front. Compression onto the 50 yard line followed by several sets of mind-blowing, frenetic, symmetrical drill (1999 comes to mind). Exciting build supported by very intelligently written harmonic progressions and increasingly nervous visuals. Often times, one more WOW moment, followed by an ending form that gives a sense of familiarity (what is the significance of that 'X'?). Goosebumps every time.