After writing the post above, I realized that on the Complete Series DVD there was still one more episode after this one called "Broken Record." However, after a little research, I did find that this episode "Reality Takes a Holiday," was the last one that they apparently filmed. So, on the DVD, there is an additional "misplaced" episode that follows "Reality Takes a Holiday." For (what I consider) a more satisfactory ending, I would skip to "Broken Record" firstand then watch "Reality Takes a Holiday." It was the last one filmed and from what I have read, the cast and crew knew that when filming that episode it was going to be the last one. Again, it has a certain quality of finality that works for a series finale to a show that only lasted one season.

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I would also agree with the second post that the show had a decent wrap it up episode. There was a reoccurring theme of the final episode that the show was cancelling. It was a meta episode fitting for a post modern time frame. I really don't think what follows is a spoiler but a brief episode synopsis.
A majority of the characters become self-aware that it is a TV show
Which works for a show dealing with the "weird."
I went into the episode not knowing if it was going to wrap up or end on a cliffhanger. It was a relief to see that they did what they did; working with what they had to work with for a twenty some minute finale. For a show that only ran one season, it did a nice job at a semi-farewell. There is only so much that can be done from an emotional level to have a series finale for a show that ran for just one season. Arguably, they were a little ahead of their time with the route they chose to go.

The final episode was a fitting end tribute though, when all the cast used their real names in that alternative world.
You could also believe Eerie Indiana will never change, as the "Other Dimension" programme featured Marshall and Simon looking exactly the same seven years later.

Only ran for one season.
Nothing in the final episode suggested that this was the end.