All bad things must come to an end.
It happens all the time: a great show comes along, hooks the viewer with an incredible first season, and then runs of out steam. It goes on for a few more seasons and, as a viewer, I am loyal enough to keep watching. But I just want it to end, because by that point the show has become a shell of its former shell. It never recaptures the greatness that was it’s opening salvo. Some examples of that are Heroes and Prison Break.
Breaking Bad, on the other hand, remained fascinating throughout its five season run, and — if anything — it kept getting better. The show took a few seasons to find its tone. When it began, it reminded me of Weeds. The show was lighter, seemed to take itself less seriously. Then it veered toward the dark and over-bent the stick. The second season had a few episodes that were too slow and contemplative, as if to make up for the indiscretions of its first-season youth. The Fly comes to mind. Then the show finally hit its stride, developed fascinating new characters like Gus Fring and Mike, and it was smooth sailing forward.
The final season was so good that, by comparison, the actual finale was relatively tame. An argument can be made that the real resolution came two episodes earlier, in aptly-named “Ozymandias.” However, Vince Gilligan needed to tie up loose ends and he set about doing that with great proficiency. Overall I quite enjoyed how the show ended, except for one very important element.
Major spoilers follow, so if you haven’t watched the finale yet, please do not read anything below the picture.
#SFWApro
So here is what I had so much trouble with: I feel that Walt was given an easy way out.
It’s clear that he didn’t expect to survive his encounter with the Nazis. He went in there expecting to die, and probably expecting to add Jesse to the long list of enemies he would have revenge against before it was all over. I like the fact that he makes the last minute decision to save Jesse. I also like that he provides Jesse with at least some closure by giving him the gun and the opportunity to take Walt out. I like that Jesse refuses this opportunity.
However, the death Walter has been by the writers of the show given is almost a gift. It’s the best possible thing that could happen to him at that point. He found a way to provide for his family, defeated all of his enemies, and now he gets to go out in a blaze of glory, and to fade to black on the floor of the lab that was his brain child. Worst of all, this is something that happens to Walt. The character that has had so much agency throughout the show, and especially in the final episode, is given a relatively graceful exit that he has no control over at all.
This is how I would have changed the ending (and I say this realizing fully that Vince Gilligan and his team of writers are absolutely brilliant, and I’m presuming, rather foolishly, to rewrite them. Still, hear me out.):
I would keep everything the same until the moment Walt and Jesse are on the ground, except for the bullet that finds Walt. I think that Jesse’s decision not to exact further revenge on his ex-mentor becomes a lot more redemptive and powerful if he doesn’t see that Walt is wounded.
For the final scene, I would have liked to have Walt standing in the meth lab, surrounded by the equipment he designed, watching the approaching police cars, gun in hand. I wanted him unencumbered by the mortal wound, forced to make a decision — does he take his own life, or does he surrender to the authorities at this point? I wanted him struggling with this decision for several long, delicious moments.
In the end, had I been writing the finale, I would have had Walt wait for the cops to enter the lab, then fire several shots above their heads, forcing them to return fire and take him out. Suicide by cop. Walt would retain his agency up until the very end, unwilling to take his own life, unwilling to be arrested, and able to engineer the very last bit of violence to serve his ego.
An ending along these lines would have been icing on the cake for me. Endings are hard. Especially so for character-driven TV series with many sub-plots and story lines to resolve. More often than not we get far less satisfactory endings (see the recent Dexter finale). Whether you agree with letting Walt have the death that he does, allowing Jesse to escape, having paid his penance over the course of the show, or allowing Saul to slink away in the previous episode, the great story arc of the final season trumps any specific character decisions we may or may not agree with as viewers, and will be remembered as some of the finest work in television dramas for years to come.
Alex Shvartsman's Speculative Fiction 
I prefer the actual ending to yours, for two reasons.
the first is a small one, which is that even though I expect WW expected to die in the interchange, there is some sacrifice involved in covering Jesse and taking a bullet. I like to think that Walter realizes, in some way, that the image he has of Jesse is wrong, and he’s not willing to do the wrong thing here. this is evidenced in part by his leaving Jesse the option to kill him, if he wants to. The fact that Walt took a bullet in the scene means keeping Jesse down on the ground probably saved him there as well.
the second reason is that I believe while Walt’s redemption did come at the cost of his son’s respect and love, if he goes out by shooting above the heads of the police, Junior will never have the ability, in the rest of his life, to consider the ways in which his father was *not* a monster.
the story that Junior gets to roll over, from the police, and potentially Skylar, is now that he avenged Hank’s death. Junior my never get over what his father did, and the role he played in Hank’s death.. in part because at best the full story won’t ever be understood. but he does have the ability to connect that Walt wasn’t the Hank killing monster that he thought he was.
and all of that goes away if Walt is killed in a shootout where he was “shooting” at cops.
You are assuming that the cops are going to know what actually happened there (and let the family know as well) but that’s not how I interpret it.
Cops get there. Nazis are dead. Walt is dead in the lab. Blue meth continued to be cooked in the interim. I think the assumption they’ll make is that Walt was there all along, working with Jack’s people to do the cooks. Which is also what allows Jesse to be off the hook.
If you watch the “Talking Bad” episode that immediately followed the finale, they were talking about how Junior will never get to learn that Walt *didn’t* kill Hank. So, to me, that validates my assumption that the writers don’t intend for the authorities to ever learn the truth of what had happened.
I expected “suicide by science”, and that’s essentially how it turned out. Walter knew the gun’s pattern and timing; who’s to say he didn’t raise himself just a little higher at just the right time?
I watched the first few episodes and somehow they didn’t resonate with me: it was all way too intense. But after hearing so much good stuff about it, I’m thinking about giving it another go.