Mad Men is a soap opera. I don't get why it'd be compared to Breaking Bad other than both being on cable TV.
I thought the finale was fine and that people are too accustomed to cliff hangers and the like.
This season, Peggy moved on and became more like Don which is pretty interesting given her start; Don's marriage deteriorated, but he's actually giving a shit; Roger is turning into a freak; Joan has gone from a girl's girl to one of the boys; Pete has started a downward spiral; Betty got some hope back...
It's just a drama, not action-oriented at all. These things are more about the characters and the show is filled with reflection through the use of juxtaposition. When I saw Smiert watched the show, I was actually pretty surprised, given that it is what it is, a soap. A very high class soap, but just that. To harken my old favorites, the show is more 90210 than Miami Vice.