I didn't like the series all that much overall, but I found that Jigoku Shoujo had a really satisfying ending plot. Maybe it's just because the 'send one person to hell each episode' gimmick was getting very tired and it was a relief to have it switch to more conventional storytelling.

Baccano!, Boogiepop Phantom and Haibane Renmei were some other series that were great throughout, but I thought wrapped things up particularly well, too.