The last episode was a particularly nice coming-full-circle kind of thing.
The number of loose ends left flapping spectacularly to cause problems in season two was pretty impressive.
They do a very good job of giving characters distinct personalities. The reactions that Will Tippin has in a number of spots in the last couple episodes, for example, are kind of unexpected and much more interesting than many of the things they could have had him do.
I would posit that the "point" of season one is: personal loyalties are more important than the job. (If you're a good person, anyway.)
I'm glad we're not watching this as it was broadcast; I don't know that I could take the waiting...