Just finished the season finale...wow. What a tremendous, fascinating season this was! So many layers, so much nuance. I'd disagree about the final episode of the season not being conclusive, though -- I think it definitely tied things up thematically and ended as the characters were entering a new, very different chapter in their lives. Peggy has her new job and her similarities to Don are increasingly striking (her "Draping" pose when Don sees her sitting down in the movie theater, complete with a cigg dangling from her hand, is probably the most blatant attempt from the writers to symbolize this notion), Pete is heading towards a downward spiral, Roger is arguably liberated from a lot of the demons that plagued him in the earlier seasons and has now found a new search for reason (if you want to call it that), and Don is as big of an enigma as ever. Each character arc this season served as a fascinating character study in its own right, and I can't wait to watch it all again and peel off more layers of the onion.
Also, if Jared Harris isn't nominated for a Best Supporting Actor Emmy this year, a huge injustice will be made.
And as a huge Breaking Bad fan myself, I'd say the primary similarity between the two shows (my top two on television currently, and I love them both equally and for different reasons) is that they both tend to only get better with each and every season. Because as it stands now for Mad Men:
1. Season 5
2. Season 4
3. Season 3
4. Season 1
5. Season 2
Really excited to see what's in store for seasons 6 & 7.