I watched this some time ago, and seem to be in agreement with most other people here.
the show unfortunately really ends with L's death
In regards to the ending though...
I'm certainly of the notion that it ended pretty perfectly. I saw nothing out of character for how he acted, as his entire world was falling apart. This was HIS story, and it was ending. It was completely inconceivable to him.
all in all though, a great show. Someone mentioned code geass earlier in the thread as a similar show, and I'd also like to recommend this to anyone who enjoyed death note. While it never really gets quite as dark, CG has so fantastic moments and a character whose failures are just as enjoyable to watch as Lights.