I quite liked the ending from Serial Experiments, although i'm possibly still coming down off my underground-oldschool high.. very satisfying wrap-up of the major loose ends while still leaving enough for debate. I also second Gurren Lagann.

Having said that, i don't think it's essential for an anime to have a clear ending if the rest of the season makes up for it. Lucky Star was brilliant the whole way through, and i was determined to enjoy the final episode whether i understood it or not (although >>9 thanks for the tip, i'll be sure to look that up).