I liked the final death, cause I hate his face... but it was a pointless addition. All of the things Scorese added that wasn't in Infernal Affairs was quite rubbish.
Well... we couldn't have him getting away with it could we?? That wouldn't be very "Hollywood" like would it...
But then, I don't think any of the characters had the subtle shades of grey that the same characters in Infernal Affairs had, so the bad guy was just that, a bad guy... then again, nothing about The Departed is at all subtle. in my opinion.